Inviting co-workers with whom you are not already on very good terms to a sauna or strip club is very weird and anti-social. (Why? Because you force those who

Inviting co-workers with whom you are not already on very good terms to a sauna or strip club is very weird and anti-social. (Why? Because you force those who would be uncomfortable attending to either self-exclude from the work social group, or give in to peer pressure. Or you don't invite them in the first place, which ensures they feel excluded.) And if you are on very good terms with them, well, they're not going to complain to HR because they're your friends.