No it’s actually quite common. The full bladder pushes your g-spot against his cock and there’s an even bigger sense of fullness than normal. Women love getting fucked with a butt plug in for similar reasons.
You may be turned on by the idea of peeing while he fucks you too, or pushing it out in a squirt when you cum. If so, just tell him – a great place to practise that is in the shower of course, but a load of towels on the bed mean you can do it there too.
On the other hand, having a full bladder and him telling you you CAN’T push it out can be hot as fuck, ‘Don’t you piss little Kitten or there’s no cumming for you’ and then he fucks you till you can’t hold it in.