Where is the mud in my bathhouse coming from?

Solution 1:

In Dwarf Fortress, mud is not created when water touches soil. Instead, it is created when water touches any surface. No matter what the flooring of your bathhouse is made of, some mud will always appear once you open the floodgates.

On the bright side, mud doesn't really matter as long as you're not trying to drink the water, so I wouldn't worry about it.