I reckon its because they are trapped in a bubble from your bottom to the top of the water and then escape nearer your nose than normal. When you fart out of the bath, they disperse straight away so you only smell a bit of the fart.
Must say, thats a good question and made me laugh!!
I think the question is rather amibguous. My farts always smell less in the bath and I have always put this down to the water washing them or the bubble bath overpowering the scent. I'm surprised to hear that your's smell worse! Would anybody like to come around for a demo?