I am sure that a sauna makes your hair softer than a hot shower. I realy do notice a difference between them . A better pre-shave, you can not have.
And yes I mean the hot cabins, 90 * to 120 * not the steam rooms. (This is for women/guy's who are not habituated to sauna, but still want to join. It is now days trendy as you go to the sauna.)