Anecdotal evidence. But since I started doing sauna regularly (once a week) I started to get sick less. I’m talking colds or flues. And the ones I did catch were much milder. Even with sick family members around I’m not catching it as often.
Saunas are a great leveller between humans all living the same experience yet feeling alone in doing so.
Families will typically sauna all together, altho this system can break down when kids hit puberty.
At least my 2c why I think its helping
You'd have to stop sauna for a while and see if it reverses to strengthen the anecdotal case I guess.