Why is it so?

[potent]

I only have to whistle "drip drip drop little April showers" and I get an irresistable urge to urinate. Why does running water stimulate the functioning of the bladder?

[incitatus]

Its all in your head ... with a touch of instinct. Humans are a herd animal, and herd animals frequently have latrine behaviour, that is everyone goes at the same time in the same place. Consequently the apparent noise of someone peeing could be enough to trigger a latrine instinct.
On the other hand its more likely to be simple association. Your brain is telling your body what to do, and associations like "showers" and "drip drip drop" lead in only one direction.

[potent]

Thanks incitatus, I guess you're right but the answer seems rather prosaic, it just doesn't incite to further thinking on!