Depends on the location! Very often, at public locations there is a "saua master" taking care, in smaller locations I have seen people handling this on their own.
And in one location there was a sign: "no private watering due to electrical issues"
Neither of these are practised anywhere in Finland at least. But there are at least one Finnish swimming bath where they had to limit steam competitions and made a button controlled mechanism to administer water instead of free usage. Not because electrical shock prevention but because bad human behaviour per se.
And anyone on the highest bench really gets cooked.