Yes!!!
If you're a fan, go check out a Korean style jjimjilbang. They are basically 24/7 sauna/spa amusement parks. I've never been to one in Chicago but Google says king spa is pretty good. Pics are representative of what to expect. Lots of diff types of saunas w diff temps, pools with aquatherapy, ice rooms, massage therapy, and a great cafe. Seriously, they are amazing. Bet there's some good ones in chicago.