Maybe it's unsustainable, you can't survive that indefinitely. But you can't survive 0° F indefinitely either, unless we bring protective clothing into the game.
Edit: 100C is boiling point for water - is the ambient temp of the Sauna 100C?
Finnish saunas are kept very dry. Sufficiently dry air makes very hot temperatures bearable because evaporation cooling from sweat gets more effective the dryer the surrounding air is. Water on the other hand makes sweating useless, which is why you can't tolerate water temperatures above body temperature (depending on how much of you is submerged).
1: https://en.wikipedia.org/wiki/Finnish_sauna#Types_of_sauna
Apparently so! TIL.