Simply because I would rather show my heart than my body!! :-)
Eating together is about sharing and caring. In addition, the fact that we get to talk with family members or friends around that time.
I cannot think of an equally social interaction during bathing other than scrubbing the back. :-) That again, I assume you would want to do it yourself.
If you look at history though, there are many examples of group ablution around temples and places of worship. This is seen even today around the River Ganges in India, which is considered holy. So, group bathing was a reality sometime in the past and continues in some cultures even today.