My Cats Keep Following Me Into The Bathroom

My cats generally follow me around, including the bathroom. I try to close the door in front of them, since being watched is a little creepy for me, but I don't always make it. My younger cat just watches, but my older cat gets really interested about the sounds. She actually places her front paws on the side of the toilet seat and tries to peek inside, while I'm sitting! I have yet to find out what would happen if I let them in while I'm in the shower...