You could very well have mold, mildew or something else that is attracting them and making a nice home for them in your shower surround or drywall behind it, assuming you have either. I’ve seen these guys along with the tiny bugs that seem to like to nest in old mildewed caulking around tubs and showers. Try pouring some bleach down the drain and scrub out and disinfect the tub and tub walls, etc, and perhaps a re-sealing or re-caulking of the entire tub surround is in order. Otherwise I’d say they are coming from another source altogether.
It is quite possible to get these from the drains as centipedes, roaches and other bugs can often show up out of these, but usually the p-trap prevents them from coming up that far from the main line. I’d think if this was the case a good dose of bleach should cure it.