Bathing is preferable
(in the pure Tradition of the Prophet pbuh)
Bathing, however, is preferable to merely making wudhuu’ in such situations. Abu Raafi’ narrates: “That the Prophet (pbuh) made the rounds of all his wives one night, bathing in the house of each one. He (i.e. the narrator) asked the Prophet (pbuh) : “Couldn’t you have just bathed once (i.e. at the end)? The Prophet (pbuh) answered : “This way is purer, cleaner and better”. [Aboo Daawood, an-Nasaa'ee: Hasan in "al-'Ishrah", and others].