The most common and most likely answer to this crossword clue is the 10 letter word TEPIDARIUM
I've seen this crossword clue in The Guardian
T
E
P
I
D
A
R
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U
M
Buddy explains!

The straight part
We know that "warm bathroom" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case warm bathroom = tepidarium.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does TEPIDARIUM mean?
TEPIDARIUM noun- A warm room in a Roman baths that was usually heated by a hypocaust.
- A boiler in which the water was heated.
- Any room containing a warm bath.