Most of the dismissing comments have a few common themes...
1.) They underestimate the prevalence of sauna use in Finnish culture, where the study was conducted. Finland has a population of around 5 million people, but has around 3 million saunas. Sauna access is ubiquitous and not strictly a marker for socioeconomic status.
2.) They disregard the fact that physical activity was adjusted for. In other words, sauna use wasn't simply correlated to overall physical activity in this case.
3.) They assume that because sauna use is correlated with longevity (after variables are adjusted for) that we should expect Finnish folk to live as long as the trees. In actual fact, while sauna use is probably a healthy habit... the Finnish have habits that undermine their health just like any other country.
4.) They forget about the evidence in lower organisms. In flies and worms heat stress (exposing them to a 30 min. heat chamber just one time) has been shown to boost lifespan by up to 15%. This effect was shown mediated by heat shock proteins (hsps), which are very robustly increased in humans during sauna use. I don't know for sure that the Finnish sauna longevity study has anything to do with an effect from HSPs... but it stands to reason! The fact that lifespan extension was demonstrated in two very different lower organisms also means that this effect is highly evolutionarily conserved.
5.) They also tend to forget that humans that have a gene variant in heat shock protein 70 that makes it active all the time have a significant increase chance of living to be a centenarian (at least 100 years old).
For those interested, here's the sauna longevity study in question... http://www.ncbi.nlm.nih.gov/pubmed/25705824