Dr. Bill notes, the facilities for heating enough water for a bath were just too primitive and time consuming.
The Romans had very good facilities for heating water, and very good, even palatial, baths. But from the fall of the Roman Empire up to the end of the 19th century (and well into the 20th in rural and city slum areas) bathing, in Europe and, later, in America, was rare for exactly the reasons assigned.
I once attended a history lecture where it was revealed that a study of exchequer documents revealed the fact that in 1214 King John had exactly 4 baths. (This was at least 3 more than common people had in a lifetime.) If you wonder how this could be determined, it seems that he had to pay a fee to some court official who had the royal warrant or something on baths and there was a record in the Exchequer.
