All cats I've ever known have been fascinated by running water, I suspect for the same reason that they like chasing a bit of string, although running water normally turns out to be somewhat more difficult to catch!
Talisker used to be rather nervous of the bath, but that was probably because we had to bathe him once (after he got covered in grease), which involved baby shampoo, gardening gloves, locking us in the bathroom with him, and several cuts and scratches on me! After that he wasn't half as keen to go anywhere near the bathroom. Odd that!