I agree with the others that it is probably fear and not being cold. My boys shake until I finish their heads. They don't like having the water poured over their heads.
They have baths once a week. Sometimes we push it to almost 2 weeks if we haven't had as much time outdoors. Other times, we do partial body washes in between and use a wash cloth on the face.
I also agree with the warm towels afterwards. Makes them happy.