There are occasional fatal electrocutions in bathtubs: it does happen but it's generally a freak accident and not something you could consider reliable. The Hollywood trope of the toaster in the tub is a bit of a myth. Modern building codes also require ground fault circuit protection (RCD/GFCI) especially in high risk areas like bathrooms and these are designed to cut off the current before serious injury can occur.
Even aside from all that, electric shock is painful and has the potential to cause burns. It's not peaceful or painless by any stretch.