Not to be glib, but being dead lowers your night time heart rate more then exercise as well.
Is having a lower night time heart rate the core goal of exercise? Is it even a goal at all? Or is it just an indicator of other goals being reached? I'm genuinely curious, I wasn't aware that the number mattered, more than what that number actually represents.
No, immediately lowering heart rate isn't a goal of exercise. The reason it's a meaningful measure at all is because a lower resting heart rate, not overnight in response to a stimulus, but a permanently lower resting heart rate, is a sign that your overall cardiorespiratory system has become more efficient in terms of how much blood it can deliver per beat, how much oxygen it can deliver per unit of blood, and how much energy can be generated per unit of oxygen in your mitochondria. When those efficiencies improve, fewer beats per minute results in the same level of work done in your cells. Thus, resting heart acts as a proxy measure of aerobic fitness, not a goal in and of itself. All of those are long-term adaptations. Conversely, there are many ways to acutely lower heart rate that are clearly not healthy. Death, obviously, but taking opioids or many other kinds of depressants, not moving ever, sleeping 23 hours a day, will all lower your average heart rate immediately without making you fitter or healthier.
It's just another measure. It's not ceteris paribus better to have a lower one.
From the author, "Strongest hypothesis: elevated parasympathetic tone from the post-sauna cooling phase carries into sleep"
AKA, they use it as a proxy to infer a deeper state of rest and improved recovery state. Says nothing about the fatigue generated from using a sauna.