For me, this involves training outside in the Texas summer heat (100F+) with plain water. When I race, it is usually earlier in the day (80-90F) and I sometimes use ice socks in my jersey and ice water in my bottles to keep my core temperature down.
[1] http://blog.airiarunning.com/heat-training-does-it-boost-run...
Ultimately our biological systems are simply too complex to get boiled down to any one universal bit of "common sense". I think it's laudable to try to improve ourselves, and it's true that in some cases that may require challenging oneself and/or cycles damage/repair as in working the muscles, but risks should be appreciated and approached with deliberation too. I'm certainly not trying to rag on you or anything like that, I'm just wary of this sort of thinking without caveat because I've seen it amongst my own circle used to justify some "medicines" and "treatments" and "training programs" that turned out to be quite harmful.
One can argue whether sweating in this context does or does not also carry off toxins. But in addition to its thermoregulatory role, increased circulation is one of the body's natural healing mechanisms. (Out of control increased circulation causing tissue damage is one of the reasons we ice injuries.) It delivers oxygen and nutrients to our cells. Increased circulation in the sauna may be giving the body the chance to deliver more of these things and to repair cells and organs at a higher rate than it might otherwise.