The Apple Watch is not recommended for use in the shower, as the soaps can affect the water seals removing water resistance from the Apple Watch
About Apple Watch water resistance - Apple Support
The Apple Watch is counting all your arm movement as walking, and walking is considered exercise.
NOTE: There are health monitoring companies that will provide fall detection devices that can be used in the shower. They generally charge monthly for the equipment and service, so not as in-expensive as a 1 time purchase of an Apple Watch, but their equipment can be used around soaps and not loose their water resistance. My Mother-in-Law used such a service.