I love the full bladder feeling myself, but I think it is the knowledge of what is to come which is a significant part of the turn on for me when I am getting desperate. The orgasm, virtual or otherwise, as you release has to be one of the greatest feelings you can have. Then, the sensations as I find my hands just drawn to my my clitoris and rub away, developing the orgasm from the wee into something momentous. I know how great this is for me but that may be off topic to the first post, my apologies.
All I know is that my husband, not usually aroused by wee at all, does find this arousing -