As a Canadian with no such opportunities at home, I try to visit a sauna complex when traveling through Europe on a layover. Several airports have nearby baths, and some have hotels on the premises (e.g. Boetfort in Brussels, Zuiver in Amsterdam, Erding in Munich).
In fact, I was at Erding last weekend. I observed a young lady wearing bikini bottoms following her naked boyfriend into the pool. An attendant happened to walk by at that moment and told her in no uncertain terms to remove the clothing or remove herself from the premises. After some hemming and hawing, she decided to strip down. No doubt after 5-10 minutes amongst hundreds of other nude people, it was no big deal.