Do you take the plastic off the bath bombs?
Would you open the plastic in a bath bomb? If the bath bomb comes in a protective plastic case, you'll need to remove it before tossing it in the tub. The purpose of shrink wrapping is to protect the bath bomb from moisture or humidity that would otherwise cause it to fizz prematurely before you have a chance to experience it.
Generally there will be an obvious opening. If it is too flat and difficult to open, you can also use a small scissor or small tool to make it easier to open the package.