Actually, I did try that a bunch of times back in the days when I was trying to figure out what to do with my hair. What I found was three things:

The first was that this is very messy. As I shook my head to try to loosen the curls from each other (and I had to do this hard because my curls didn't want to separate), I'd get slapped in the face with my wet hair. And it stung. I did try covering my face as I shook my head, and would get dizzy and disoriented from the head shaking, lose my balance, and nearly fall down (okay, I'm not that coordinated). Also, water would fly everywhere, including drenching the ceiling. And if I had any product in my hair back then, that would be all over the walls, ceiling, and my body.

The second is that my hair catches in everything. I tried this method when my hair was a bit longer than ear-length, and again at about shoulder-length. My hair either slapped product bottles off the shelf or the bathtub ledge as I shook my head, or it tangled up in the nozzles of bottles that were close by, snatching them off shelves to bonk me in the head. I can't even imagine trying this now, with hair that has a much longer reach.

But the biggest concern for me was that this method simply didn't work for my hair. My curls still stayed wound together in a one large mass. Or when I shook my hair, they would almost separate, then snarl together with the force of my shaking. I never ended up with nicely defined curls. And I still had to go through the painful and unpleasant process of manually dividing my hair if I wanted, say, two braids, or to pin the front half of my hair off my face.