I read about this wet bulb temperature thing too, but then I wondered what about saunas? Super humid, can't lose energy by sweating, hotter than human body temp

I read about this wet bulb temperature thing too, but then I wondered what about saunas? Super humid, can't lose energy by sweating, hotter than human body temperature, yet people stay in them for hours? (Not me personally, I don't like saunas)