All of my geese have preferred secure footing when they're bathing. They also like to swim in deeper waters, but it takes them longer to get used to it. Probably because I didn't go swimming with them very often when they were little, like a goose parent would do.
Geese really, really like things to stay the same. I'm guessing you fill the tub while your gosling is in it. So when he all of a sudden can't reach the bottom, he doesn't know what's happening. All he knows is "this is different", and that scares him. He's not afraid of swimming; he's just afraid of the tub changing qualities.
My guess is, if you try to force him to get used to the deeper water, he'll eventually be afraid of the tub, regardless of the water level. Just let him bathe in the shallower water. If he wants to swim or float, he'll lift his feet up. Geese don't need much more than 5-6" of water to swim. They also don't need to be taught or trained how to swim. That's an instinct, and your goose will know how to use it if the need arises.
If you want your goose to experience the joy of swimming, you should go swimming with him. The ocean is probably a bit far away for you
, but you could take him to a lake or a pond and go in with him.