My wife does the same thing but when she was in a sauna in Slovenia (after getting the same lecture as many above from the attendant) she decided that she would "hide" her bathing suit bottom in a wrapped towel. After 20 minutes of sweating, the towel absorbed some of the color (or dirt or chlorine or sea water residue) from the bathing suit and was no longer pure white. So I can definitely see why the sauna management would insist on towels only, even from the most fastidious of bathing suit washers. I'm not sure it's a health issue so much as a cleaning issue.