For Scots, it’s a source of pride that we stopped the Roman Empire at the Antonine Wall. We kept our roads wiggly, our plaid coarse, and Tommy Sheridan had to travel to Manchester for a decent orgy. But sadly it has also led to a widespread belief among the English that we never discovered the joy of washing.

To see what the fuss is all about, I headed to that most Roman of cities in England, Bath. It’s a pretty place – like a poor man’s Edinburgh. It was particularly gorgeous last weekend, leaves falling from the mighty plane trees in the Circus, the Palladian masterpiece of its Georgian architects.

I was off to the new Gainsborough Bath Spa, down in the hollow by the Avon where the sacred spring can be found. The hotel is named after the painter (a poor man’s Henry Raeburn, he lived on the Circus), and it’s very luxurious. It is home to Britain’s only private hot-spring-fed spa. Remodelled from the old art school, its three buildings and 99 rooms sit round a covered atrium containing the mineral pool.

This is, without doubt, so lovely and decadent that it must be like the Roman empire just before the fall. Handed a posy of rock salt infused with essential oils – your state of being is translated into a mood: euphoria! tranquillity! insensate! – you hold this to your nose as you pad among the naturally heated pools, sauna and steam room, all deserted but for the occasional respectful attendant who could be an extra from Spartacus.

It’s almost, but not quite, too much. YTL, the Malaysian construction conglomerate that owns the hotel, tapped the spring that feeds the Thermae Bath Spa next door, which it also operates. The water you bathe in fell as rain on surrounding countryside 10,000 years ago, sank to a depth of more than 2km, and is steeped in 42 minerals, including a great deal of iron.

These waters rise naturally through the Pennyquick fault. It is only 100 yards to where in 836BC legend says the exiled prince Bladud took a hot mud bath with his pigs and found himself cured of leprosy. That in turn led to the Romans building their baths, one of the pre-eminent historical sites in Britain. It’s one of the great scenes – the water rich with mineral colours lapping on the ruins, still steaming the cooling air.

Just to sit by those waters and imagine people there 2,000 years ago, pampering themselves in the same way we do, in water that fell when mankind was just beginning to discover agriculture, is a pretty good way of spending a day. Bath’s historians have reconstructed the model of a man from a set of bones they discovered. (We were less impressed by some of Bill Bryson’s commentary on the audioguide: “This is the face of Minerva. I’ve never really liked the look of Roman women.”)

Of course you don’t have to stay at the super-expensive Gainsborough to see this. Nor do you have to stay to enjoy the waters. The Thermae baths on the other side of the street are much more public (although still not cheap, at £32 during the week, £35 at the weekend) but the water is the same and they have a spectacular rooftop pool with its incredible views to the hills where the rain once fell.

And yet… And yet… for the £242 the Gainsborough charges for the cheapest room midweek, you do get a bottle of Billiecart Salmon champagne waiting in an incredibly comfortable and beautifully proportioned Georgian room, you can get 20% off a spa treatment by booking direct, and there is one free 60-minute massage thrown in. (If you are rich-rich-rich you can have one of three rooms where the mineral water is tapped directly into the room.)

Because, then there are the treatments. I had the Magnesium Wrap, which sounds painful – but not so disturbing as the aquatic body therapy in which someone pulls you through the water, plunging you under and stretching your muscles. I fell into the hands of Kabir – and I won’t go on about it in case anyone reading this knows me and has to visualise me being rubbed down – but it was the best massage I have ever had. I could drive back home in fog and heavy traffic, arrive calm and not once hit my head against the steering wheel in frustration at not having taken the train.

And as it happens, the Gainsborough seems to be entirely run by fellow Scots – one of them, Brian Benson, showed just what the Romans have done for us, too: “I can’t make any claims for the water’s healing powers,” he said. “But when I’ve been in it, I don’t need to use any soap when shaving.”