That's very normal and some budgies would much prefer to bathe on dripping wet leafy greens like lettuce or spinach, for example.
My budgie girls love this method of veggie bathing when I place the greens in between the cage's bars on the roof.
If you want to entice your budgies to make use of the birdie bathtub, you can place some basil or another type of veggie/herb onto the water.
RIP sweet Tito (Summer 2008 - January 17th 2013).
You are missed and never will be forgotten.