Youve sealed the brick, you have the climate somewhat controlled in the bath room, I think you'll be alright. Trapping moisture in a brick isn't really a good thing especially on those old flaky mud bricks. On modern bricks that have been baked and sealed, I don't see that much of a problem inside the house. Moisture inside a brick will most likely do damage when the temps get below freezing. The moisture will expand and flake the surface off. That is usually an exterior problem. Unless you like REALLY cold showers.
Reseal the brick every time you think it's getting worn and redo any caulking at the first sign of trouble, peeling, cracking, etc. You have probably got the most high maintenance shower I have ever heard of. That Wet Look sealer will probably be easier to clean with a few coats on.
Hey, could you post a picture or two? That sounds pretty neat. I'd like to see it!
Tom in KY, not going to make a habit of peeking in people's showers.