My aunt ran a Wildlife sanctuary when I was growing up, and I remember pretty much every owl would do this if you splashed them. I don't know if it's true, but one of the vets/presenters(certain animals were shown to the public to increase awareness and get that sweet sweet donation money) said it was because the owl would be inconvenienced if it was only partially wet and had to fly away because it would be uneven in weight and the wet feathers would not respond the same way the dry feathers would.
It's called having a bath, if that were the case all birds would do that if you splashed them.
Feathers are generally waterproof and dry ******* quickly anyway.