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Big doubt.

Null hypothesis - sauna has similar benefits to exercise which would cause one to increase heart rate, body temp, and sweat. But actually exercising has benefits beyond sauna, so if you have just 30 min of spare time, you are better off exercising.

Null hypothesis - sauna requires access to a sauna and the time to use it. Most positive effects of sauna use are not effects of sauna use, but are artifacts of the fact that regular sauna users will be wealthier, have more free time, and will be more interested in caring for their health than the average person. This effect exists in all lay health interventions - as soon as an intervention has hype, people who care about their health will start adopting it, so by the time research is done on yhe intervention, the intervention group is disproportionately healthy relative to the general population. See also: literally any trendy diet.

It is weird that the article notes that sauna is a social lubricant. I've never felt like speaking much when I'm in one.

Takeaway for the average person: Os sauna a cure-all or silver bullet for your health issues, or a ticket to excellent health? Almost certainly not. It may have marginal benefits for the average person, or significant benefits for some people with specific conditions. But any of the benefits sauna provides can be achieved better by sticking to the basics - go exercise outside with friends. Of you already do that, then feel free to use the sauna if you enjoy it. It feels nice to sit in a hot room. But if you are a sedentary shut-in who eats hot pockets for every meal, no, installing a sauna in your back yard will not cure your depression.