Much of that body of evidence relies on self-reported and self-assigned sauna usage rather than actual randomized trials, and also the papers show massive risk reductions that do not really fit with the country-level data (e.g., if saunas are that good for cardiovascular health and finns use them that much, why do they have similar rates of CV disease as neighboring countries that don't use that much sauna?)

Much of it is, sure, but certainly not all of it! On your comparison to Sweden, be cautious! Finns generally have a higher risk and incidence of cardiovascular disease compared to native Swedes - in fact, they have some of the highest risk in the world!

Research from Earric Lee and/or Jari Laukkanen from this past decade will have clinical trials with controlled groups rather than just long-term population tracking. There are within-Finland studies comparing high-risk Finns who use the sauna 4 to 7 times a week against high-risk Finns who use it only once a week, showing a clear effect (https://pubmed.ncbi.nlm.nih.gov/25705824/). Here is a non-randomized experiment showing a dose-response (https://pubmed.ncbi.nlm.nih.gov/29048215/).

Those are just indications of information available. I would also argue that while of course randomized experiments are ideal, it is a mistake to dismiss all other forms of evidence so readily, especially with such preponderance of it.

The first study shows a 0.37 hazard ratio for frequent sauna use. That’s better than a lot of the HRs reported for physical activity. It’s even better than not smoking. It just doesn’t really fit.

Also, the fact that there are practically no sauna related studies outside of Nordic populations is suspicious too. I bet that with those hazards ratios a lot of people have tried to study the effects more, it’s suspicious there’s practically nothing out there.

There's more research for you to explore if you're interested, but you sound more closed than curious if I'm honest. Maybe looking more into it will change your mind, maybe not!

I explored quite a bit because I was curious to see how it was possible that sauna had these great effects and why no one used it outside of Finland. But to this point I haven’t seen anything that really supports the idea that sauna is such a massive health protector as claimed. It’s probably beneficial, yes, but the real benefits are probably far lower than claimed.