Looking at the site it does appear that it is an element directly immersed in water if I look at the requirements for replacing the element and positioning of the earth wire , unless the extra earth wire is extra safety.They talk 3 connections to the element - Like Andy said , Don't think I would want that water flowing over my head.
There will definitely be a leakage to earth that the earth wire will be directing away from a person underneath - Manufacturer seems to stipulate an ELU in there instructions , so even if the regulation was not there I would say you need to fit an ELU ( SANS 10142-1 clause 5.1 ) - Maybe if you have an ELU dedicated to the shower head only you may get away without trips.
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