I have personally never been convinced of any explanation that involves a difference in air-pressure causing this effect.

When I first used a shower that suffered from this problem - about 25 years ago - I tried various things to understand it. One of those things was to make sure I left a large gap at one end of the curtain to allow the air to freely flow around the end of the curtain. This should allow cold air to enter the shower and warm air to leave with little obstruction. It made virtually no difference.

I fail to see how the pressure difference between the outside and inside can be so great that an opening of perhaps half a square metre cannot allow equalisation to take place.

The temperature of the room compared to the water also seemed to make little difference.

Unfortunately, I have never reached a conclusion, but my pet theory is that it may be electrostatic in nature. Indeed, the very small difference you do observe when creating an opening in the curtain is far closer amount you would expect from decreasing the surface area of the curtain than the very much larger change in the pressure difference that would result from the opening.

I have personally never been convinced of any explanation that involves a difference in air-pressure causing this effect.

When I first used a shower that suffered from this problem - about 25 years ago - I tried various things to understand it. One of those things was to make sure I left a large gap at one end of the curtain to allow the air to freely flow around the end of the curtain. This should allow cold air to enter the shower and warm air to leave with little obstruction. It made virtually no difference.

I fail to see how the pressure difference between the outside and inside can be so great that an opening of perhaps half a square metre cannot allow equalisation to take place.

The temperature of the room compared to the water also seemed to make little difference.

Unfortunately, I have never reached a conclusion, but my pet theory is that it may be electrostatic in nature. Indeed, the very small difference you do observe when creating an opening in the curtain is far closer amount you would expect from decreasing the surface area of the curtain than the very much larger change in the pressure difference that would result from the opening.

EDIT: Have just remembered the rest of my reasons for leaning toward electrostatic forces and away from pressure differences.

I noticed that the effect was much smaller before I got into the shower - long after the water got to full temperature. It worsened after I entered. If the effect is caused by some interaction between the water and air, surely it would DECREASE as enter the shower, not INCREASE...? @DavidSchwarz says the effect is caused by a "vortex" but when I am in the shower, the falling water column is hitting my HEAD and is therefore about 5 or 6 times shorter than when it is unoccupied.

Also, I noticed that my wife (with a significantly smaller body than mine) never complained about the problem at all. Observation showed is was much reduced for her than for me.

If the cause was electrostatic, then my larger body would increase the "charge" - AND I would be closer to the curtain to make the effect much larger. As observed.