I have always showered before shaving as taught to me by my Grandfather and father. The hot water and washing of your face works to soften your whiskers more than anything else I know of.
Your Grandfather is correct in telling you that skin absorbs water and causes it to swell. I'm not certain that you are in a shower long enough for that to happen. Next time you shower, check your fingers to see if you have absorbed enough water to make your skin swell like when you take a long bath.

Enjoy!