Came back to this thread to refresh myself on sauna etiquette as I've booked a number of hotels with saunas in Austria and Germany (TA reviews for one of them was full of "there's nude people in the sauna!")
Also brought back to mind (been trying to forget) when I was at a Tunisia resort early this year. Was minding my own business as the lone occupant of the working sauna when this older (though they might have been younger than me) couple came in. After a few minutes, they said something to each other in German, which I am guessing after the fact went along the lines of "if he wants to look, let him. He'll never be able to unsee what he saw even if he rips out his eyeballs" and the woman proceeds to not only take off her robe but her swimsuit under that.