Well ...

Finland life expectancy for 2023 was 81.69.

Norway life expectancy for 2025 was 83.23.

Japan life expectancy for 2025 was 85.27.

Sumo wrestlers in Japan have a life expectancy between 60-65 years or so - significantly lower than the other japanese.

I am not saying that sauna has no positive effect at all, but I would reason that the number one risk factor is ... weight. And I'd also still say that exercise is correlated here, if only secondary, e. g. you may be able to maintain better bodily functions if you exercise, if you can avoid injury. I do not think that going into the sauna rather than e. g. light running for 5 to 10 minutes or so, is anywhere near on the same level.