Usually all the basic concerns have been accounted for in the actual study.
Whether an article in the mainstream press conveys that or not, is not important, since the article is just supposed to give a summary of the findings.
It's seldom an issue of "those stupid PhDs and experts in their field, they didn't think of a confounder a random internet person can come up with in 5 seconds".
Whoever wants to delve in can read the actual reports.
And whoever wants to start the same practice (e.g. sauna here) would be foolish to do it based on one article anyway, they should consult with their doctor, and/or wait until a fuller consensus has been reached after several meta-studies (which can take decades).