Much of it is, sure, but certainly not all of it! On your comparison to Sweden, be cautious! Finns generally have a higher risk and incidence of cardiovascular disease compared to native Swedes - in fact, they have some of the highest risk in the world!
Research from Earric Lee and/or Jari Laukkanen from this past decade will have clinical trials with controlled groups rather than just long-term population tracking. There are within-Finland studies comparing high-risk Finns who use the sauna 4 to 7 times a week against high-risk Finns who use it only once a week, showing a clear effect (https://pubmed.ncbi.nlm.nih.gov/25705824/). Here is a non-randomized experiment showing a dose-response (https://pubmed.ncbi.nlm.nih.gov/29048215/).
Those are just indications of information available. I would also argue that while of course randomized experiments are ideal, it is a mistake to dismiss all other forms of evidence so readily, especially with such preponderance of it.
