I doubt they would replicate it or any of the magical effects of saunas. Lots of the sauna studies suffer from the same issue where people self-report sauna usage rather than being assigned randomly to a treatment group. In countries where saunas are readily accessible and most people are under the impression that the more you use sauna the healthier you are, the ones that use the sauna less are probably because they tolerate it far worse. And that's probably related with age, comorbidities, physical condition, etc.

Basically, the sauna studies are probably mostly discovering that "healthier people can stand sauna longer". In countries where most people don't stand sauna for more than a few minutes, that self-selection bias won't exist.

There’s a saying in Finland that foreign "saunas" are not true saunas at all, but rather just "untypically warm rooms".

The experiments where at 73°C which is a lot hotter than most gym/hotel/spa saunas I’ve been in outside Finland

And also replicated with participants not used to high temperatures inside a typical Finnish sauna. As the study said such people are very difficult to find in Finland. But I wonder if a person who has never been to a real sauna would tolerate this study protocol (2*15 min at 73° Celsius) without any training.

Sauna and hot climates may sound counterintuitive, but it has been tested by most Finns that when you come out of a hot sauna any outside temperature feels cool.

Ever heard of hamam?

It is hard to study this in a place with less access to saunas.