Hmmm i don't think this is part of Malay confinement practices. And alot of my Chinese friends don't follow this "pantang" anymore. I read that this taboo originated from ancient China where water would freeze quickly and hot/warm water is not easily available. So in that case, yes there is some truth to it.
But I reckon with warm water easily available, showering or taking baths during confinement should be okay. Immediately dry yourself after shower and all should be okay :)