I've gone to both baby sensory and waterbabies, and have enjoyed both but can understand your concerns.
Waterbabies is very one on one with your baby, you will smile and nod to the other parents but no one will care in the slightest if you don't chit chat afterwards etc. I would highly recommend it, as swimming is a great life skill and a huge amount of fun. I can pop my 10month old into the shower at home and have no tears at water on the head etc as well, which is a bonus!
Baby sensory is definitely more chit chat focused, but saying that there are an awful lot of parents who go, say hello etc and then head off and skip the coffee's after etc. I do think however that each of these groups will vary widely based on your town, teachers etc.
They do some great activities for the babies which would be hard to recreate at home, all the lights and bubbles etc, and it really is great to see them with the other babies as they start getting mobile.
The main thing is to not put any pressure on yourself, if you feel like giving a class a try, fab go for it! If not, then your baby will not care in the slightest. 