I'd say slightly dangerous, and probably more dangerous than other locations. You wish to avoid two things in thunderstorms. Places that are higher than the local area (50m-ish area) and "electrical earth".
A shower is a superb electrical earth, metal structure, with a better connection to "earth" than most protective earth setups. Just imagine the miles of pipes running below.
A shower is generally higher than you, but if the said shower was just next to the eiffel tower it wouldn't be much of a concern. Hard to say in your case. But I would probably, as a rule, avoid outdoor showers in a thunder storm. There is also the chance that there would be arcing in and between the shower pipes due to a lightning hit elsewhere, if it hit the water pipes. But now we are in the "really unlucky" part of the probability chart.