Why Do You Feel Hot in the Sauna?
Sounds like a stupid question, but Timo Vesala, a professor at the Division of Atmospheric Sciences, University of Helsinki, performed some simple calculations and showed that your skin warms about twice as much due to latent heat flux (8300 J/s) from the humid air than it does from the sensible heat flux (4100 J/s). So, the water on your skin in the sauna isn't sweat, it's condensation from the humid air (dewpoint temperatures about 55 deg C and your skin temperature is about 40 deg C), just like the condensation on the outside of a glass of ice water in an Oklahoma summer. This is verified because the condensation isn't salty like sweat would be. All the meteorologists reading this article know that condensation releases latent heat from the water to your skin and the surrounding air. So that's why you feel hot--water is condensing on you.
T. Vesala: Phase transitions in Finnish sauna. In: M. Kulmala and P.E.
Wagner eds., Nucleation and atmospheric aerosols, The Fourteenth
International Conference on Nucleation and Atmospheric Aerosols, 1996,
Helsinki, 26-30 August, Elsevier, Oxford, 403-406.