I used one once and felt good. I think there is likely a benefit, but not enough research to really know. Also, if someone thinks it helps them you can’t argue with the placebo effect!
I do believe that a sauna can be of benefit. Having tried an infrared sauna once, I found that it seemed as effective as a more traditional style sauna.
I usually tell my clients to give the sauna a try with the appropriate cautions about the possible dangers of staying in too long.