C.,
I have boy/girl twins that are 10 and I just followed their lead. When they told me they didn't want to anymore, then I stopped. Honestly, I don't remember what age it was. The funny thing is, that even now, I will sometimes find that they have still hopped in the shower together although this seems to be more infrequent as they get older. I kind of find it funny though because if we go on vacation, they refuse to sleep in the same bed in a hotel. My daughter tends to fight it more.
Often, kids tend to become more private about changing in front of others, etc. around the age of 8- give or take a couple years. If there is no resistance on their part, then let them continue, but as soon as there is, let them have their own individual bath time.
I actually followed this with their birthday parties and separate rooms. I never asked if they wanted separate parties (frankly, it was easier and more cost effective to do them together), but at age 9 when they wanted separate ones, I let them have them. I did the same with separate bedrooms. My daughter was the first to want her own room around age 6-7. My son had a harder time with it, but he quickly adjusted. They will sometimes want to sleep in the same room.
Hope all this helps. Let me know if you have other questions.
Take care,
R.