While there is no objection for the married couple to bathe together while fasting, they are certainly not allowed to do so while they are nude.
For while fasting we are to shun or keep away ourselves from such activities that may directly or indirectly lead to nullifying it; fasting proper, it must be stressed, involves not only abstaining from food, drinks and sexual activities, but also restraining our ears, eyes, tongues, and thoughts as well. It is obvious, when the couple bathe naked they may be led to lusting and thus get carried away to indulge in activities that are contrary to the spirit of fasting. We are told to keep away from the dubious and the doubtful in order to preserve intact our honor and religion. Therefore, you are best advised to stay away from such activities while fasting. You are however free to do so after breaking the fast during the hours of night.