Perhaps you put too much in the bath or made the water too hot?

This is a salt after all..and too much will sting like salt water can.

Magnesium sulfate is not typically used orally...it is a laxative.
To get oral absorption you need magnesium glycinate or citrate (in small doses because citrate is also laxative.)

Because most magnesium can have a laxative action orally, people vary in response to it. The topical forms in cream and lotion I believe are better absorbed as the base carries the mag thru the skin. I am leary of the spray oils (which are not oils at all), because plain water solutions are more limited in absorption.

Here in US we have SlowMag which is a delayed release oral form that works well too.
http://www.slowmag.com/

There are good food sources if you want to do it that way.
Suggestions are on the SlowMag website.