It isn't necessary for the girls to have baths together, so why go there? They may just splash around and have fun and their request can even be considered "normal" but they may also take to some inappropriate sexual play - would you like to have the other parents call you up and ask you why you invited that activity? It's better to be cautious and tell them "no." Another possibility, is to let them get in bathing suits and play in the tub together. This is more modest and suggest some boundaries. Kids this age do swim together! Also, the girls will be sleeping closely together as well - dressed in p.j.'s It's the naked play that you want to avoid.  Sarah Chana.