Not saying you are wrong, but I'd like to see some evidence on that. Just because your heart is pumping faster doesn't mean your cardio fitness is getting better. Otherwise we could all just snort cocaine and skip the gym. Alcohol does that too, anyone with a fitness tracker can check that.
Athletes already know the answer from years of cultural knowledge, research, and firsthand experience. No, it doesn't make your cardio fitness meaningfully better. If you did sauna training for years and then tried to ramp up for a marathon, you'd be hopelessly out of shape.
Endurance athletes obsessively track VO2 max, basically your body's ability to consume oxygen during workouts, and it certainly doesn't improve with sauna training.
It's like asking "if you only did puzzles, would you be smarter?" Well, in a way, yes, but if you actually want to compete with someone with a good education you have to read.
Same with physical exercise. It puts a lot of different stresses on your body that saunas don't. The question isn't "do saunas make you physically fit," because they don't. The question is "for people who don't want to exercise, does sauna training alone meaningfully extend your healthspan?" I'm guessing the answer is "a little but not enough," but I'm not sure.
Moreover, I'm from a very hot and humid tropical region. Its normal to ne 40°C with 80% humidity there. And you dont see people having better health or longevity (Yucatan peninsula) .
The great but not super healthy Mexican diet might offset the potential heat exposure benefits! Although I’m basing that on the diet of my Monterrey-based in-laws, not sure how different Yucatan is.
But that would be like exercise all the time which may not be optimal. (Not saying the theory holds that sauna equals exercise, but if it does, sauna all the time may not be great. Plus, there may be other confounding factors with living in various locations.)