It's a catheter. Hospitals usually have it on bed ridden patients who can't go to the bathroom. The pee jug is a non-intrusive method for them to pee, but a catheter works for when u can only check on them every now and then and if they can't control their bladder
I want to know what the fuck that kept stuck to his penis all that thima???
I mean Bran have something dengling since he was kidnapped till the end.