I was under the impression that Roman Health was very good for the time. For a culture that was so intrested in cleansiness and organization, I would expect their baths to be clean, or at least in someway filtered. Of course, I am sure this is versus Gauls and Britions, who I don't think were as concerned with cleansiness. Also, if people bathed every day, or even twice a day, consider all the shavings, within a few months you would be wading through shavings, not water. This would lead me to believe that those who created concrete and the Arch could filter bath houses at least in Rome. Of course, I may be overlooking something and be totally wrong.