Sauna is a ritual in Austria.
Saunas are mixed and nobody bothers with swimsuits.
Saunas have often got a small bar or rest room where one can recover before plunging back into the heat to sweat out the toxins and stress of the day.
The ritual of adding aromatic oils to the water before dropping it on the coals is highly refreshing. However the leader of whatever group is in the sauna makes sure that the steam is evenly distributed by waving a towel over the coals. There is no escape.
The civilised conversation and chat among ten or fifteen people naked in a darkened overheated room is one of the best ways to get to know the Viennese and Vienna.
Most hotels and swimming baths
Updates
Is this your business?
First of all I got shouted at for wearing my shorts - well, it was a mixed session after all and I didn't want to scare the elderly ladies of Vienna with my er, male grooming.
Secondly I got shouted at for showering before getting in the sauna.
Thirdly I got shouted at for leaving the sauna when the red light was on (this after some local had hoyed several gallons of water on the coals.)
That said, I had the last entry before the cutoff point of 8pm and the sauna emptied rapidly from about 8.15pm onwards. After that point it was a joy after a day of cold snow.
Despite being shouted at, highly enjoyable experience but I'd recommend going with a friend and some German language skills might help.