When someone takes themselves out of the action for their own convenience, they are out-of-game. In order to go out-of-game (aka OOG), you should wear a white headband. This signifies to others that your character is not there. Please do not abuse this!
Bathhouses or similar facilities are out-of-game. You may not, however, run into one if monsters are chasing you. Anyone traveling to and from the showers may be out-of-game if they so choose. If they are out-of-game, though, they should have no game items on them and should be wearing a white headband.