interesting question. firstly there are slightly diferent concerns in the H2O in regards to lubrication. you will most likely need more slimy stuff but remember that you cant use oil based ones due to their tendency to weaken the sheath. as you are in water and most lubes are waterbased they will breakdown more readily.
the chances of sperm making the trip through the water to their end goal. so its doubtful that pregnancy is any more likely due to being in the tub.

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