Saunas are popular in Finland, true. Not so much in Greece. And the Hellenic/Roman public baths, which are quite different from saunas, btw, haven't actually remained popular in modern Greece nor Italy.
I never said they have zero common traits, but not enough for us to be one big culture or anything close to that. Common traits you can find between Norway and Zimbabwe. Or USA and Japan. Or Nepal and Argentina. Saying "europeans do x" is like saying "Asians do x" or "black people do y". That's what's insane... That you somehow fail to see that. I was recently in Thailand. I guess I know what Asians are like now. AmA!