Guess it depends on what you call a bath. If it includes soap or any "cleaning agent" then I never bathe mine. They get brushed and combed to remove dirt whenever they get saddled (so they get it a lot) or when needed. For them a "bath" means I take the hose to rinse, brush, curry them to remove any dirt that the brush and comb don't get off alone. How often they get that isn't on a time table. Generally they'll get it about 2 to maybe 4 times a year and it's always between May - Sept when the weather is hotter.
Not that they would likely care if I rinsed them in the Winter since I've seen them roll in freezing, even icy water in the pond during Winter (and people think horses need to wear blankets in cold weather
). However I'm not risking getting soaked and freezing in order to give them a good rinsing when the weather turns cold
so they just have to live with a good brushing and combing then.