A sauna is hotter than a hot shower, unless you're showering regularly at 150-195 F.
Because the water is making direct contact with my body for much more heat transfer. The dry air of a sauna is vastly slower, plus you're sweating which provides evaporative cooling which isn't happening in the shower.
So I too really don't see how saunas are appreciably different from hot showers here.
Also in sauna you breathe the hot air in.