Nemo's statement around placing in the sun is purely from a storage perspective when not in use. They fully support using the sun to heat a helio full of water. This can be validated by contacting Nemo directly at 1-800-997-9301.
Also, straight from Nemo's website description of the Helio (
http://www.nemoequipment.com/product/?p=helio+pressure+shower):
Sometimes what you really want to round out a perfect day of hiking or surfing is a good hot shower. The Helio™ Pressure Shower comes in a small, neatly nested kit, weighs less than a liter of water, and provides 5 to 7 minutes of steady and satisfying water pressure. Unlike conventional gravity-fed, hanging shower systems, the Helio™system uses an 11 liter welded fabric water tank pressurized by a foot pump. To use the system, you simply fill up the water tank, let it warm in the sun, set the tank on the ground, then step on the foot pump a few times. Pumping occasionally while showering maintains the water pressure. Helio™ is ideal for showering or cleaning dishes in camp, rinsing off after surfing or canyoneering, or general hygiene and cleanliness on any extended stay in the backcountry.