This just reminded me of a time at Sauna Deco in Amsterdam, which is a nice relatively upscale place I go to from time to time. One time I noticed a couple of young American guys talking to each other there in amazement. They looked like Marines and my guess was they were "dared" to go to the sauna by their buddies. There faces were red and they kept their towels firmly on. I didn't even see them enter the showers. About 5 minutes later I saw them with their clothes back on heading out the door. They just were not ready for this.

Like I said upthread, at the family saunas you don't see adolescents there. You see parents and young children. So maybe you need to be a parent first of all to get over the nudity aspect.