It's not just that the phenomenon isn't familiar to my experience, it doesn't even theoretically correspond to physics as I understand it. Probably you know the things I'm about to say and are speaking informally, but for clarity and to establish common vocabulary I'm going to nail some stuff down according to science.

You can't see water in its vapour form. You can see when vapour condenses back into tiny liquid droplets in midair (fog, mist, or colloquially "steam" but not really steam) or on cold surfaces (like when it fogs or "steams up" a mirror).

Water vapour can't carry substances with it when it goes through the phase transition from liquid to vapour. Anything that is dissolved in the liquid water remains behind as residue. When water vapour condenses back into liquid, it is pure water. This is how distillation works. Piss is just water with stuff dissolved in it. If you evaporate piss and then condense the vapour in a separate container, you get pure water.

(Things get complicated when there is something dissolved in the water that has a similar vapour pressure, like alcohol or solvents, but those shouldn't be present in your urine.)

I think maybe you just have pee that has an unusual or unusually strong odour, and the hot, continuously agitated water makes the smell more obvious than when you use a toilet or urinal. But the scent doesn't mean you are being bathed in piss vapour, it's just a normal smell.

Oh man, I've pissed in the shower most days for years and have never once taken piss vapor to the face. What am I doing wrong?

I think you might have bad kidneys

I have no idea what you are talking about. And brother, I have been pissing my entire life.

Edit: I really need you to come back here and explain "piss vapor".