They don't use this term any more but it's useful to distinguish them from similar rooms with no bath. I think they are only called that because they have the bigger bathroom plus the beautiful bathtub, though the weather is far too hot for baths so it's mainly decorative! They are not near the hotel spa or in any way connected to it!
If you go on the hotel website and look at the floor plans from when the hotel was first built, they are called Spa Studios. They also have the wet bar and fridge drawers in a separate area which I think is why they are classed as studios rather than just rooms.