Thanks for the interesting info about banyas and about how the sauna works.

I've never really known it. Some of my relatives have saunas at home, but my parents never did.

It was a horrible scare we had in that sauna. We couldn't turn off off the heat, there was no switch, nothing. We had broken into the school swimming pool at night and I don't even know why the sauna was turned on. I think the heating must have been centrally controlled, or controlled from outside. Just a terrible and very bad situation caused by teenage drinking. The guys were drunk and almost forgot to open the door, we could have died. We screamed and eventually they heard.

I've been in a sauna since, but not many times.

Here in the UK, they have something called Roman Baths and which have quite a lot of what you are describing. But there are only a few of them, not thousands. And I went to something quite similar when I was on holiday in Hungary - they were operating right on hot springs in the middle of Budapest.
Otherwise the Banya sounds a bit like a Spa. But spas tend to be super luxurious, whereas Banyas can be anything from luxury to very old and basic, right?

One thing I'd love to do is to sit in the sauna for a while, and then take a quick dip in an ice opening, in the Winter.
Must be fantastic for the body, circulation and all that.