Same at Claudius Therme in Cologne. They point out as well that they do not want you to wear clothes in the sauna. The change area for the sauna is mixed by the way

Many people were a towel or a bath robe though and only totally uncover while actually IN the sauna.

As for the hygiene, everybody is supposed to shower anyway before the sauna and most do before, in between and after the visits. Further, it is mandatory to sit on a towel, I don't recall anybody sitting on the wood with nothing in between.

I don't know why they enforce it but quite frankly, why would I want to wear anything while it is too hot anyway?

I'd rather have all people that mother nature didn't bless with good looks wear long sleeves and pants in summer. In a sauna, I at least expect to see unfortunate stuff.