The sauna is one of those classic "culture shock" moments where one set of assumptions (nudity = sexuality) is shattered by another (nudity = health). During the time I lived in Marin County, when my children were small I used to take them to the nudist beach south of Stinson. It was usually full of European families all sunning & playing unselfconsciously in the nude. Occasionally an American would appear, invariably wearing a bathing costume for the duration of their stay, which was generally short and clearly stressful.