As a Finnish person, I'm of the opinion that many people in the USA have a completely wrong reason for being interested in saunas. I often read those people hyping about the potential health benefits of sauna. They see sauna as the latest health hack which you can market and sell to people. And the target audience who buys into that hype are the ones who make the ones hyping rich. That ticks all the wrong boxes.
Now and then I see pictures of people sitting in some weird looking non-sauna-type-of room, all clothes on, browsing their phones, clearly not enjoying their time there. They're sitting there only because someone told them it improves some health metric of theirs. So they torment themselves by sitting in a hot room, fully clothed and a hat on. Their minds feel stressed by the heat and sweat. They're sitting there until their alarm goes off to tell them to finally get out of that room. They're not there willingly. They're there to gain some health metric, and that's the only reason they're in that "sauna". And that's why it's most probably not giving them any health benefits at all. They're probably just destroying their health by doing all that.
Sauna isn't a health hack for us Finns. We don't go to sauna with any long term benefits in mind. Sauna is like sitting around a campfire, or taking a long relaxing bath, or taking a quiet long walk in the peace of nature to disconnect your thoughts from your daily stress. It's a meditative relaxed state of mind. Not a performance, not a health hack, and definitely not any kind of optimization you must do to move on with your day. Finnish people go to sauna because it's calming and you'll feel relaxed the rest of the evening. Sauna lets your thoughts wander completely freely where-ever they may go and not feel stressed about it. A really nice bonus is that sauna also makes you clean for a day or two.
Finnish people also like going to sauna during parties, which is a different experience. People pack into a sauna, some close friends, some meet for the first time. We're there nude, which makes everyone of equal social standing. There are no bosses, no higher ups, no rich or poor people, no successful or unsuccessful people. Everyone is truly equal. Those experiences are more in line of the moments when people at home parties wander away from the main party room, into the kitchen, to have more intimate social conversations in smaller groups.
So there you have it. Thinking Finns go to sauna for health is like thinking Americans hang out with friends for cardiovascular benefits. Sauna is not a hack or a task for us to endure. We don't do it to gain any kind of a metric. It's an embedded thing in our life which brings us peace of mind. During parties it gives us some social interaction. We go to sauna because we really feel like doing it, because it feels good to do so, while doing it, and also after having done it.