In Finland there is like 2M saunas for 5.5M people. Most houses have one, larger apartments have one, and apartment buildings have a shared one. It usually built inside the bathroom and can very small one just to fit 2 people. You can probably build one with $1-2k (if you do most of the work yourself). The most expensive part is the heater. It’s no way only for the rich.

Finland might be rich in global standard in like other western country but most people are middle class and generally lower wealth than some other European countries. they still use saunas.

Time-wise, it takes 1-2h to heat up a sauna. You can have one that the heater is insulated and has a top so it can be always on. Then you just remove the top and sauna is ready in 15mins. If you are working class, you still have time to a sauna in evening.

Now the main problem is the electricity cost. Many have wood heated saunas in the contryside or at their family’s summer cottage where you get the wood for free from your own forest.