Endurance athletes obsessively track VO2 max, basically your body's ability to consume oxygen during workouts, and it certainly doesn't improve with sauna training.
It's like asking "if you only did puzzles, would you be smarter?" Well, in a way, yes, but if you actually want to compete with someone with a good education you have to read.
Same with physical exercise. It puts a lot of different stresses on your body that saunas don't. The question isn't "do saunas make you physically fit," because they don't. The question is "for people who don't want to exercise, does sauna training alone meaningfully extend your healthspan?" I'm guessing the answer is "a little but not enough," but I'm not sure.
Will fixing up your radiator fix your car? Maybe, if the radiator was the problem, but there's a lot of other stuff inside a car to work on, too.
Your body evolved under the expectation that it would be stressed in numerous different ways, but those stressors can all be avoided in the modern era. If you want to most reliably recreate those stresses you need to do cardio and resistance training.
Yucatan is not the same as Dubai in Summer.
Your body is under heat shock trying to keep up in a Sauna (that isn't considered warm until 60°). Versus a healthy body CAN keep up in 40°.
The Yucatan equivalent of a Sauna is more like doing hard labor on a roof on a sunny day with no breeze.
Tamales, Cochinita (roasted pork with herbs), salbutes, trancas. Everything of course cooked in Lard. With CocaCola on the side.
So yeah, that's a strong point.