Here they come built-in to pretty much every apartment. Most apartment buildings built after like 1995 have them.

Even small student studios might have one.

I live in one of the worst areas in my city, in what is basically the cheapest available rental apartments. And I have a sauna.

And if your apartment doesn't have one, the building certainly will and you can reserve it for yourself.

And all houses definitely have saunas.

We have more saunas than cars in Finland.

Sauna to cold fjord water would be great, highly recommend. (Though we don't have fjords, we do have cold water.)