A cold shower does not produce this effect to anywhere near the same extent. A hot shower heats the air that ends up rising with the steam. The cold air near the floor fills the void by pushing the shower curtain in. Counteracting that force by making the water spray against the curtain can help. Magnets in the curtain can help somewhat too. I know it is hot water because while the effect is happening, I can counteract it every time by reducing the heat of the water. Likewise, increasing the flow rate of the hot water increases the movement of the shower curtain again.