inb4 all the city folk with no back yards.

A reasonable sauna temperature is 80°C, a lot of people prefer the 90..95°C range. I have some doubts you reach this without tricks in Senegal.

Seriously, in many part of the world during the summer you can just go outside. Although I wonder what the relative humidity is of a typical sauna and where it falls on the spectrum between Southeastern to Southwestern US.

As it is not easy to feel the real meaning of comments over the internet: rich enough is very vague, but being rich to do this, in life, means inflexible, whether by circumstance or choice. On HN it is mostly choice: people say only the rich can afford it because they themselces choose to live somewhere where you have to be extremely wealthy to have space. With wfh, you can get nice houses with gardens, or, in some countries huge swats of land with a villa or multiple houses for 3-6 months pay at a faang. I get people don't want that: I thought it was for old folk until I lived in such a place for a 6 month sabbatical. I never left.

..or a Finn. Almost every household in Finland has own sauna.

Or if you have half a clue, and can watch YouTube, you could probably build one pretty cheap.

Not too rich, just have an extra bathroom you can convert or something.

Sauna suits are around $10.

Sauna itself with proper temperature 80 Celsius(353K) would likely be one of the most safe places for Covid transformation. On other hand risk around showers and changing rooms are likely quite a lot higher.

Where are you that the gyms aren't open? I've been going to my Gym's sauna for 4 months now that its been open. I am vaccinated, the masks are optional in the gym, and its a great relaxing experience after work.