Experienced it many times at AMPs, probably most frequently at 99St., make sure you get the room with the huge shower.
Showering together is also part of SOPAM, so any asian incalls would do it as part of the routine including a bj in the shower.
I think it would be extreme rare at a semi-legit given the masseuses have to look dry and professional for the next client. Only experienced once at a semi-legit, had the last appointment of the night, she jointed me in the shower after the main event for round 2.