I doubt they would replicate it or any of the magical effects of saunas. Lots of the sauna studies suffer from the same issue where people self-report sauna usage rather than being assigned randomly to a treatment group. In countries where saunas are readily accessible and most people are under the impression that the more you use sauna the healthier you are, the ones that use the sauna less are probably because they tolerate it far worse. And that's probably related with age, comorbidities, physical condition, etc.
Basically, the sauna studies are probably mostly discovering that "healthier people can stand sauna longer". In countries where most people don't stand sauna for more than a few minutes, that self-selection bias won't exist.
If you want to experience positive health effects from sauna, you don't have to set records in heat and duration. You just get hot and sweat as much as you feel is fine. So you can do it in almost all conditions. Sweating out bad stuff from your body, activating the blood flow, unless you are at risk of a aneurysm - of course it is beneficial, even though it doesn't magically turn your health around. But a proper sauna and ice bath do revive and make you feel reborn. Try it at least at some point and then you can judge if it did not make you feel more alive and healthier and that all the studies around it a "probably bullshit".
Also location. In my country, saunas at home aren't as common in Finland, but basically every gym has one. So the people that use the sauna the most, are likely to be the most active.
I don't know about that. As in yes I agree but that seems to apply to Western countries in general. For example in Tunisia, people go to public baths at least once a week and part of that involves sitting in a hot steamy room for 30+ minutes. So here you have an example for a population that does use sauna (in a way) but aren't relying on self-reporting.