There aren’t any studies that directly compare different types of sauna, so it’s not clear whether one is better than the other. Because they heat exclusively with infrared light, infrared (IR) saunas can produce similar increases in body temperature while creating lower ambient temperatures.[1] Theoretically, IR saunas may be able to penetrate the skin and act on deeper tissues, but it’s not clear whether this garners any extra benefits.[2][3]
Given that IR sauna can produce heating effects similar to traditional Finnish sauna but at lower ambient temperatures, it would be interesting to see how much the sensation of heat on the skin modulates the apparent benefits of sauna.