Several points strike me here.
First, the metalwork of the shower unit MUST be grounded for safety, otherwise a fault in the heating element could energize the casing. The fact that one connection to the heater element itself is a neutral, does not remove the need for the ground on the metal casing. The "electricians" who tell you this do not seem to have a proper understanding of what is going on.
Second, even where they do connect the ground terminal on the shower, I would still not be at all happy about just grounding it to the neutral. The neutral wire may be grounded at the service entrance, but the result of a loose connection on that neutral could be lethal. The ground terminal on the shower should be run separately back to the ground busbar at the main panel.
On the power ratings, are you certain that units of 8000 watts or more are used on 120 volts? That's a very heavy load which would draw approx. 67 amps and necessitate the use of very large cable. Maybe these higher-power showers are limited to houses with 3-phase power or to those areas of Brazil where 220V supplies are usual?
Cables feeding high-power devices like this will get warm over a period of time, but whether the heat is excessive is difficult to say without actual seeing the installation.
If you can check the power rating of your particular shower and the size and length of cable feeding it, we'd be able to tell you if it's large enough or not.
I'm not sure how your cables would be sized in Brazil -- probably either AWG (American sizes) or square millimeters (European).
