B.C.
I'm surprised the club allows it.
It's a bad idea for several reasons - of which 'blowing up' never even crossed my mind.
I found a reply to another site which states the problem(s) very well:
"I think it's a bad idea for three reasons. Reasons 1 and 2 are a matter of etiquette.
1. I go into a sauna to relax. I enjoy the sauna as a quiet meditative place to rejuvenate my body after a good workout. Listening to someone yammering on a cell phone disturbs my peace. I seldom even have a conversation while in the sauna, if I can avoid it without appearing to be rude. I certainly don't want to listen to your phone calls. If it's that urgent for you to make the call, please step outside.
2. All cell phones today are equipped with camera. Saunas are a private space where people are sitting and standing semi-nude or completely nude. I wouldn't feel comfortable with someone bringing a camera into that private space, so cell phones are also out of bounds. A least one gym I attend has a strict "No Cell Phone" rule posted in their locker room for that reason. You can search the Internet and find plenty of legal cases where a creep was taking clandestine pictures of people in locker rooms or bathrooms and posting them online. That's a gross invasion of privacy and it's illegal. Bringing out a cell phone in these places will make a lot of people feel uncomfortable, even if your intentions are perfectly innocent. Why would you want to put yourself and others in that position?
Reason number 3 is technical.
3. Heat is the enemy of electronics. The sauna that I use heats up to an ambient temperature of +190F.
The Apple support page states the following:
Store the device where the temperature is between -20º and 45º C (-4º to 113º F). Don’t leave the device in your car, because temperatures in parked cars can exceed this range.
As an Electronics Technician, I can say with certainty that you are shortening the life of your phone by exposing it to high temperatures. I just bought my daughter a new iPhone 6 and it wasn't cheap. The cost of replacement alone should be enough incentive to discourage this idea.
So, with all of that going against it, I can only wonder why anyone would feel the need to use a cell phone in a sauna.".
For privacy reasons, I'd speak to management about their sauna cell phone policy.