Enforce? I have not seen anyone demanding you strip before entering a sauna area. Yes, Germans tend to visit the public sauna naked, but no one objects to you covering yourself with a towel or wearing swimming trunks. The same applies to changing areas. Granted the common dressing areas are annoying if you don't partake to observing others undress, but again no one objects if you use a large towel to cover yourself while changing if you are 'shy'.