No sorry I wouldnt be at all comfortable with this.
I am a step mother with boy girl mix of step siblings and a younger half sibling.
I wouldnt bath my biological children with opposite sexs together or with cousins/friends.
I never allow my dds to share a bath with anyone.
I also wouldnt be particularly comfortable with a 7 year old sharing a room with a 3 year on a regular basis of opposite sex.
I also operate a no door closed while playing in a room rule.
The reason I have is creating of healthy boundaries and privacy and yes I will say the reducing risk of inappropriate behaviour amongst the children.
It's a difficult thing to talk or think about but it happens much more regularly than people can comprehend in all sorts of family make up s.
You have no idea what the driver is behind why she isnt comfortable.
You may guess but you dont actually know.
If you were my childs stepmother I wouldnt tell you the reason behind why I feel like that or have those rules in my house.
In a co parenting relationship when high conflict things like this have arisen I have always tried to meet my ex somewhere in the middle.
I try to remember that sometime in the future I might feel more strongly than him about a set of circumstances and give and take makes it more likely that he will agree with me in the future.
As you cant change the bedroom situation I would stop the bathing and I would dress in separate rooms.