...gay saunas...

AFAIK, saunas are just buildings, they have no gender or sexual oriantation.
Furthermore, a real Sauna is not a sexy place. It is a place of purity, relaxation and even of spiritual renewal.
Don't insult The Sauna based on what the word may be associated with at places like Reperbahn (Hamburg), and don't confuse the real Sauna with those clammy and dry, low temperature versions you mostly have in North America
