Japanese macaques or "snow monkeys" have an affection for hot springs. Did you know that? Yeah, man. Geothermal vents near the surface heat spring water in ponds, and you end up with these naturally-occurring hot tubs that a bunch of monkeys - whole families of them - will just chill out in for hours on end.
A cool little tidbit of nature trivia. (Another one: the male platypus has a poison spur on his back feet, and is the only venemous mammal in the world? It's true - ignore Wikipedia, it doesn't know the difference between venomous and poisonous animals. Another one: large sharks won't swim through bubbles. Aquariums use them to wall sharks in to certain areas while the smaller fish are free to come and go. Neat, eh?)
Anyway - hot spring monkeys. That's a real thing.
In Muramasa Rebirth, heroes Kisuke and Momohime would occasionally come across "innocuous little monkey"s, and by following them, they could find themselves in one of the macaques' volcanically-heated party pools, which would heal their wounds and replenish the durability of their weapons with their awesome hot spring magic.
Each hero had multiple hot spring scenes, sometimes bumping in to other characters from the world - Momohime and Kisuke spent so much time in hot springs, they bumped into each other there no less than three times.
But half the time you'll find yourself enjoying a soak with a crazed forest god you had to beat into submission with the business end of a nodachi, or fox spirits, or just the monkeys.
With the Genroku Legends DLC, each character gets to enjoy three or four different hot spring scenes. The supernaturally-loyal cat-demon Okoi hates water, but she can still benefit from the springs' healing powers.
The humble farmer Gonbe may be visited by the temporarily-corporeal spirit of his departed wife when he visits, but the dudes from his village need a good soak once in a while, too.
The water goddess who cursed rogue ninja Arashimaru transforms into a white snake and loops herself around his neck as a reminder of his fate, but even she will let her hair down in the communal baths.
So to speak.
Finally, demon priness Rajyaki is just as likely to accuse her unwilling fiancée of being a perv as she is to use her size-altering lucky mallet to appeal to his baser instincts.
...when she's not freaking him out by riding the bear that tried to kill him.
And there you have it. Every playable character from Muramasa Rebirth and the Genroku Legends in some state of undress.
And you read the whole thing.
Don't feel weird about it. Like a good hot spring, it's natural.