Ok there seems to be different types of people who pee in the shower 
If I need to pee before going in to the shower then I'll pee in the toilet, however I rarely feel like I need to pee before going in to the shower.
Once I'm in the shower however and the water is running down me then I often then get the urge to pee, now rather than get out of the bath/shower in a hurry and potentially slip over I decide to pee in the shower. Sometimes I may have had a pee 30 mins prior to showering but once I'm in there I will need another one.
So the above is different to those people who might know they need a pee before they shower, but decide they will pee in the shower as they are going in anyway. This can be to save water or time or just because they feel like it.
I am man and therefore I can direct little william to pee directly down the plughole, so no pee touches me. Obviously most of you are women so will get some pee on their legs/feet, however I definitely wouldn't describe it as 'sloshing' around your feet, as one PP did! 
The pee mixed with the water means you hardly see the pee and it goes straight down the plughole with the water and soap/shower gel. All drainage pipes eventually join in to the one sewer drain so it's all going to the same place.
There is no way peeing in the shower creates staining, this would only happen if you peed in the shower with no water and kept doing it with no water over a long period of time.
Peeing in the bath though is minging IMO 