You would be doing the coach, school, and team a favor by letting the athletic director or another school official that you feel uncomfortable with this. As you're not actually accusing him of anything, it's OK to do it anonymously if you feel awkward bringing it up in person.
I'm an adult who's involved with a number of youth programs that require youth protection training. Among the standard policies, for the protection of both the adults and youth, are:
- Two deep adult leadership (sounds like there's not another adult there)
- Respect of privacy. The Boy Scout rule is specifically: Adult leaders must respect the privacy of youth members in situations such as changing clothes and taking showers at camp, and intrude only to the extent that health and safety require. Adults must protect their own privacy in similar situations.
By going into the shower with children (no offense ... I'm just considering it from the eyes of the law) he could potentially be setting himself and the school up for a heap of trouble if he's actually accused of something, rightly or wrongly.