My boy always went frantic when he's in water too
I think some hedgies just don't go well with being wet. At least when you get him out of there he's clean. There's no need to force him in there if he really doesn't like it.
I'm not sure the bath water is okay to drink. but I think your hedgie prefered to drink from bowls rather than bottles. If you don't use loose bedding you might want to change to bowl instead.
My hedgie also love to eat after a bath, so I think they just got more appetite after baths? but I don't know for sure. It can't be that bad though.