Have been nude in male saunas at gyms several times, and always enjoy being nude with men or women. Since it's not co-ed though, it's all men. Some go nude, some don't. I definitely feel a vibe in there sometimes...guys checking other guys...seeing if someone may be interested. Never seen anything happen or participated though.
About a year ago I fucked my wife in the sauna in the male change room at our building. We went for a swin in the pool, were making out hard, and it had been a while, so she grinded my hard cock and got off an orgasm fairly qiickly. After that she played with my cock a bit(we were the only ones in the pool obviously). Was gonna fuck her then and there, but didnt want anyone to walk in on us. Plus the potential for an UTI fucking in a pool. So we decided to sneak into the sauna in the mens change room. There is one in the womens as well, but the dedign of the mens change room, there is a longer hall, so you can hear people coming and run out to the pool quick if need be...maybe...lol. Anyway, long story short, we snuck in, and she bent over right away and pulled her bottoms to the side, and I fucked her doggy for about 2 mins aprx, then came hard inside her. We both enjoyed it and wanna try again. It was hot trying to sneak a quickie in, in a public setting kinda. The risk of getting caught increases the mood so to speak.