In the first trimester as the baby forms, core body temperature may play a role in physical development, that may include a risk of miscarriage so be sensitive to that. After that, temperatures of below 38 are fine, and for most women simply wanting to relax in the tub, the main risk appears to be fainting. I would not risk anything hotter than that though, especially for prolonged periods. Fever - classified as a core temperature above 38 - has a proven association with miscarriage and stillbirth, so why replicate this in a spa bath?
With regards to jacuzzi jets - avoid them, especially if they're powerful. I spent a spa day in the hydro therapy pool with jets on my back, followed by a sauna, and 6 hours later lost my plug, and a further 6 hours after that, all my waters. There was no other precipitating factor for my 6 weeks premature labour (such as infection). Thinking back, how noisy and hot must this sudden change of environment have felt to my bump? Perhaps the baby considered it more of a risk to stay put? Don't risk it.
Finally, too frequent baths, especially the bubbly kind, can predispose you UTI's which have a miscarriage and stillbirth risk, so again, on balance, is it really so bad to stick to showers the majority of the time?