The title is a bit misleading. The abstract states that "significant inverse associations were also observed for fatal CHDs and fatal CVDs (P for trend ≤.03) but not for all-cause mortality events." So going to a sauna 4-7 times a week for these middle-aged Finnish men decreased their chance of dying from a heart attack. But they still might die from something else at the same or somewhat increased rate. I'd argue that the raised heat and humidity in the sauna might have caused an increased workout for the heart. "Shocking" the heart like this almost every day to every other day of the week for twenty years made them more able to survive fatal CHDs and CVDs.