"No."
Roshan refused even before he got a chance to think of an appropriate response, obviously stunned she was boldly requesting something like that, and with such a naive expression too. To be clear, he wasn't refusing to bathe with her for his sake, but for hers instead.
Agreeing to her innocent wishes doesn't literally mean he'll let her enjoy the tub peacefully, her harmless request can lead to more than just taking a bath and he didn't want to wear her out. She's already tempting him enough as it is, and he's still holding on to his self-control.
"You won't forget, and if you do, I'll come get you out myself, now go on."
Anna's facial expression dropped at his refusal. She looked like a puppy that got ignored when asking for a walk from its master. To her, Roshan was only refusing to bathe with her because he was still upset.
"But…."
"No buts."