I think this might be dependent on location in the world and the local culture. Where I am in Europe, sauna is commonly available and reasonably low-cost as a public space. But I can imagine many places in the US still only having sauna in country clubs or at high-end sports facilities. The POV that sauna is for the privileged few is perfectly understandable and yet hilariously alien to those of us from places where sauna is common.

The idea of having a completely private sauna- now that sounds like a luxury I can only hope to afford one day!

I think a good comparison is that in some parts of North America it's a given that you 'need' a truck to be able to do anything related to DIY or maintaining your home, or even to be able to live in more remote locations. Where as in Europe people just make do with whatever compact car they have, and if they need to carry more stuff rent a trailer or pay for delivery.