Epidemiology isn't one of my specialties, but radon and radiation measurement actually are. I'm skeptical about the radon baths, simply because that is NOT a low level of radon, in the sense of a statistically uncertain long-term hazard level. A typical radon bath is in the thousands of pCi/L, which is about a thousand times higher than the level at which mitigation would be required for health reasons for a dwelling. However, the amount of time spent there is low. So, it is like having a non-smoker smoke a thousand cigarettes all at once, instead of over the course of a year. Might that kick-start something in their body? Certainly, but it does not fall under the normal hormesis rubric. And alpha particle damage tends to be high and localized.
Paracelsus said the dose makes the poison, which is true. But in addition, time makes the dose. I have no problem drinking 100 liters of water over a few months, but that would be a fatal dose in an hour. More attention needs to be paid to the time component of radiation dosing and threshold effects.