from a purely technical point of view a screed should always be divorced from the substrate by means of an operational DPM. This is usually a simple 1200 gague polythene membrane and sometimes a more complex drainage membrane or liquid DPM. if there is insulation also under the screed i.e. floating construction then a second "slip" membrane, typically a thinner 500gague membrane should be placed over the insulation before any underfloor heating pipes or screed. so waterproofing under the screed is perfectly normal. However this will NOT protect from the effects of water from above so in the case of wetrooms and showers and of course if possible bathrooms then a separate tanking system is ideally used prior to tiling.