Yes, it can be bad to give your cat a bath under normal circumstances because it’ll be unnecessary (and in any case your cat will dislike it a lot). It depends on many factors but domestic cats don’t normally need a bath. However, under certain circumstances their health might be jeopardized when, for example, they fall into some sort of liquid or chemical which needs to be washed off immediately.
Other examples when it might be appropriate to bathe your cat is if her coat is very dirty for some particular reason or it appears oily or has a strong odor. Clearly, outdoor cats are more likely to need a bath compared to full-time indoor cats who should never need bathing.
Other occasions when a cat owner may bathe their cat is when their cat is a purebred about to enter a cat show and the owner wants to present him/her in the best possible light especially if the cat has a long coat.
Sometimes stray cats become very dirty and unkempt. They may have lots of fleas. Under the circumstances the rescuer will probably bathe the cat and the bath may have some form of flea treatment in it (or use a medicated shampoo). This should be done with care and consideration as flea or parasite killing dips/shampoos are poisonous in a strict sense.
Clearly, therefore, there are circumstances under which it is appropriate to bathe your cat. However, it is generally bad because your cat is a fastidious groomer. She will keep herself clean. We all know that. Over-grooming can remove the cat’s natural oils which are essential to a nice, glossy coat. Often, a good alternative would be to regularly brush your cat’s coat which might eliminate the need for bathing.
Like most cat owners, I have never bathed my cat (in decades) except under one exceptional circumstance when my cat at the time fell into a tub of white emulsion paint which I had to wash off immediately. This was a minor emergency. On a day-to-day basis if you smell your cat which is likely when you kiss her you will notice a beautiful aroma, the aroma of a clean cat, kept clean without any human intervention whatsoever.
Don’t put your cat through the stressful experience of being bathed unless it is essential for health reasons. There is, by the way, such a thing as a dry cat bath. Cats with an oily coat can collect dirt and these sorts of cats might benefit from “dry-cleaning” his/her coat between bathing. There are dry shampoos on the market. They must be cat safe. Fuller’s earth, baby powder, talcum powder and calcium carbonate are, apparently, all effective. They can be used without removing essential oils or damaging the skin or coat.