Is it so easy? Suppose someone told you to 'dump' 100MW right now, for 3 hours. How would you do it?
Even a fairly small electric sauna is ~10 kW, so that's be just 10000 homes solving that problem.
Transmission cost and taxes will still be present, so this is more of a "hey it's going to be a societally good thing to go to the sauna today instead of tomorrow, consider it!" (Also, the saunas are definitely in use, don't worry, nobody's going to pass up the opportunity to say they went to the sauna for a good cause.)