I would say the warm shower causes less prediction error than the cold shower because it’s less shocking to the body, but there’s still a very subtle amount of discomfort which is hidden under all the positive feelings. The level of discomfort I’m talking about is very slight, but you would notice it if there was nothing else occupying your attention. I don’t mean to say it causes negative emotions. It’s more like the discomfort of imagining an unsatisfying shape, or watching a video at slightly lower resolution. If you compare any activity to deep sleep or unconsciousness, you can find sensations that grab your attention by being slightly irritating. As long as it’s noticeable I think it causes slight negative valence. But this is often outweighed by other aspects of the activity that increase valence.
Sitting at home doing nothing might involve the negative sensations of boredom, restlessness, and impatience, all of which disappear when we go for a walk, so any discomfort is hard to notice underneath the obvious increase in valence.
In his method, I think the happiness of the first few Jhanas is not caused by prediction error directly, but rather indirectly through the activation of the reward circuitry. So while the method involves creating some amount of prediction error, the ultimate result is less overall prediction error, because the reward neurotransmitters bring the experiential world closer to the ideal.
After the first three Jhanas, the reward circuitry is less relevant and you start to reduce overall prediction error through other means, by allowing attention to let go of aspects of the world model. In the ninth Jhana / nirodha samapatti that he mentions, attention lets go of everything and there’s no prediction error.
By comparison with higher Jhanas that are less attention grabbing, you can see the subtle discomfort present in the first few Jhanas, and I think that’s the remaining prediction error.