Totally normal I'd say he's at that age where you need to not come in when he's bathing either. He needs his privacy now.
My daughter explored at age 3-4 and I told her she needed to do it in privacy either in her bedroom or the bathroom because that's something mommy doesn't like to watch or want done in the living room LOL....
I also remember my little brother in the bathtub at age3 telling my dad at the time that he can make his pee pee get bigger he was exploring himself as well.
I use to work at a inhome daycare center and I can't count how many kids did that. We also had 5 and 6 year old boy/girl like to rub on eachother and kiss and go under the covers and like spoon eachother so we had to seperate them. Another boy was 3 and would wake up from nap with his little pee pee hard so I couldn't change his pullup/diaper til he was unhard and would urinate. He wasn't quite ready for potty trainin yet. It was embarassing but the owner and I would laugh about it. I would be like well I have all the kids changed except so and so and we would both know why.
It's totally normal what your son is doing and not bad or wrong and he shouldn't feel ashamed or bad about it either. I would seriously start knocking on the bathroom door and give him his privacy. He'll be having wet dreams in the next few years if not already and it's just normal thing for boys.