Bath time can be extra risky for kids in cold homes. They have a high surface area in relation to their body mass, which means they lose body heat more quickly to cold environments. Water is a much stronger thermal conductor than air, so a cool bath can reduce body temperature 25 to 30 times faster than a cool bedroom.
A little shivering is normal after a bath. If it gets severe and is accompanied by goosebumps, numb fingers and loss of coordination, mild hypothermia could be setting in. Probably better to skip a bath than to put cold kids into a cold one.