No, it seems saunas have very low relative humidity except for briefly after you splash the hot rocks. "Relative" is the key term there: the absolute humidity is high, but the hot air can accept much more H20 and it will suck moisture off your body. So it is a dry environment according to humans.

According to this company plus some sketchy math I just did, the relative humidity can swing between 15% and 40%: all over the place, but generally pretty dry. https://www.vaisala.com/en/blog/2024-12/can-you-handle-heat-...