Pete's question was quite reasonable. How sure are you that the temperature in question was indeed 37°C?Assuming that the temperature was in fact 37°C, that is a comfortable temperature for most people, though warmer than most would expect. However it still is cooler than most people like in a hot bath, which typically would be somewhere between 40°C and 45°C. (I am ignoring people who get into baths that I would regard as painfully hot.)
Different parts of your body are at different temperatures and are comfortable at different temperatures. For example a bath that feels uncomfortably hot to your feet on a cold day, is quite pleasant on your arms and torso. You do not say whether your discomfort is local or occurs all over your body. Ogden Nash published his research in such matters as follows:
I test my bath before I sit
And I'm always moved to wonderment
That what chills the finger not a bit
Is so frigid on the fundament.
I do not know about your personal physiology, but many people who find such relatively cool water painful to the touch have circulatory problems, such as Raynaud's syndrome.
It could be informative if you were to compare notes with any family or friends who might share the bath with you, and it also could be well worth checking on the calibration of your thermometer.
