Only 12% of woman's water breaks on its own. Your more likely to have contractions first... That being said it is unlikely your water will break at all nevermind in the tub. Your water is also the equivalent of your bladder being full times two. And even if you missed the first gush and didn't feel the pop. You would know once you got out! It gushes every time you move, sneeze, bend, Sit etc. It's a constant wet leaky feeling. But if your still worried don't take long baths and don't bath when you have contractions
I was told last pregnancy not to just in case but I don't like baths so it didn't bother me much.