Sauna is Finnish, which means "a cabin without windows". I'm afraid this name has something to do with the origin of sauna. At first, there were no windows or even chimneys in the hut, and the smoke blackened the room. Therefore, the sauna at that time was called "smoke sauna".
Later, some innovative people installed chimneys, and the sauna took on a new look. However, there are still "smoke saunas" in some places in Finland, but it takes a lot of money and time to enjoy them once, because it takes seven or eight hours to achieve real results.