Does the fixture in your shower/bathtub have a separate handle for the hot and cold water or just one combined handle?
Most new shower/bath fixtures have mixing valves built into them. They mix cold water with hot water. This is a safety feature so that you don't burn yourself by mistake. You could turn up the tempture of your water heater to compensate or try to replace the fixture with one that doesn't have a mixing valve. It may be hard to find this especially with a shower feature.