In Denmark you don't wear swimsuits in the sauna either - the assumption is that you wash before you go to the sauna (not just change from gym or day clothes into swimsuit or even nothing).

So: for the sake of everyone else, you wash before swimming or sauna or whatever, and for the sake of yourself and your companions, you probably wash again afterwards :-)

That said, here I think a co-ed sauna would be quite unusual.

DanishFlyer