Finnish saunas and Japanese onsen/sento are elite in those areas, but the average person is better off with an IR dry sauna ; wet saunas at home or at the gym are hotbeds for mold. Couldn't catch me in one.
A proper Finnish sauna has 0 mold. The combination of the high temperature and low humidity makes it a sterile environment. Finnish traditionally gave birth in the sauna - it was the cleanest place they had. You’re doing it wrong if you have these issues.
