The only problem I can see is that the rail and gears for the blinds that mounts to the ceiling usually has metal parts which will rust from steam and eventually make it difficult to open and close the blinds. You may be able to coat it in water resistant paint to overcome this. Though it might grow mold in the housing too so you’ll have to clean it occasionally
Not a problem because they are clearly going to install a separate shower liner on the rod that is hanging there. How many of you really only use a liner with no curtain? These blinds are a curtain replacement, not a liner replacement.