It could be from the bath and stress. Coming to a new home can be very stressful for some hedgehogs. Add in a bath (which can also be extremely stressful) she may have had a negative reaction.
Have you changed her diet since she came to your home? Diet changes, if not done slowly, can cause their GI to become upset. I've had rescues who got runny smelly stools because I didn't know what food they were fed before. Within a few days, they usually were fine again (stools often can be green from these stressful situations too).
If she were mine, I would monitor her for 24-48 hours. If the stools become more runny or very frequent (keep in mind babies can poop a lot, often and can smell worse than an adults), then I would schedule a vet visit. Usually after 24-48 hours stress stool will start to go away and normal stools will start to show up again.