I am a large proponent of gluing all parts of a subfloor structure, but gluing the subflooring panel layers must be done using a full spread of wood glue and a proper fastener schedule. You can't use any gun applied constructive adhesive for that operation.
Here's
a good article about installing that second layer of plywood. Much of it may not apply to a small bathroom floor, but I would suggest you follow their recommendations to the extent that they apply. They do not recommend gluing the subflooring layers, but that's actually only because they fear you won't do it correctly.
My opinion; worth price charged.