In hotels I've stayed in without a door/fully enclosed space, it does seem cold/drafty. I would never design it that way for my own house. Our master bath layout has a ~4x7 shower with a door. That seems plenty large enough to me.

The house we rented while building had a similar shower and it definitely felt drafty to me, but I am always cold. For a master shower, I would definitely want the width to be at least 4 ft.

Mine is 4x8 with double doors. We built this as our retirement home, so the double doors would allow easy wheelchair access and space for a helper/aide. Our shower is also zero entry, so no steps or curb to deal with.

I found ours uncomfortably cold. We jury-rigged a curtain until we remodeled.

I have one but only 8ft ceilings. We put a heater/fan combo just outside of it but I almost never use it as I don’t think it gets too cold.