The problem with the sauna is that I have to sit with other men in various states of nakedness who are coughing, sneezing, listening to music on their phone speaker, or trying to talk to me.
Any decent shared sauna I've ever been to (many!) will oblige you to shower before and any devices are prohibited.. sorry to hear about your experience but don't give up on the general idea!
Oh, and applying various strongly scented lotions and oils that somehow become 100x stronger smelling in the closed hot sauna. You can't even breathe, but they're not going to listen to anyone telling them not to because they've been doing it for 30 years there, and who do you think you are, you newcomer?
There's a place near my house where they let you rent an ir sauna room for 40 minutes at a time. It includes a TV so you can watch something or listen to music if you like. It's very nice. I wouldn't be surprised if there's something like this near you.