Orgasms on a full bladder can absolutely be more pleasurable and intense, but also messy, so usually not worth the mess. When the bladder is full it can put pressure on your sex organs, making for a bit of a horny feeling, so having that extra boost when you’re already in the mood can push things over the edge. For a woman, masturbating while sitting on the toilet can be a mess free way to enjoy this, but I wouldn’t recommend doing it too often, since if you do, you will prefer to only cum that way and when not on a toilet, it can be a mess as pointed out before, so a rare, once in a while thing is likely best.
It can be easier to use a vibrator while sitting on the toilet than your hand, you also don’t piss all over your hand that way as well, but many enjoy sex with a partner when they have a full bladder, so outside is the easiest way to enjoy that mess free. Having a partner that doesn’t mind being pissed on is also a help, since many would be turned off by such a thing, especially if they are going down on your pussy and getting dribbles of pee on their face as they lick you, to say nothing of the gush when you cum and release the rest of your pee on their face and or into your mouth.
Some men like golden showers, so they would be all for the having an orgasms on a full bladder. Different people like different fetishes, so you just need to find the fetish that tickles your fancy and go from there, not everyone even needs a fetish, but I’m sure most of us have at least masturbated or had sex with a full bladder to see what it’s like, and it can feel better for sure.