I was actually fortunate to have access to a traditional (finnish) sauna at work (on a ship) for 4 weeks late last year. I was so convinced that I gifted myself an infrared sauna for Christmas. So I have a bit of experience with both.
- Cost: infrared is clearly cheaper in operating costs operating
- Heat: my infrared goes up to 50 degrees Celcius, which is borderline. I feel it takes me 10 minutes to start really heating up vs. 2-3 minutes with Finnish sauna. That is with turning off my fan for 10 minutes st the end of my workout, and aiming to be in the sauna within 2 minutes of stepping off the bike. I’d recommend a 70C infrared for that reason. When I am warmed up I sweat a similar amount in both and feel similarly hot
- The finnish sauna clearly has a much higher air temperature (I used it at 92C). It made it feel difficult to breathe, and I had to restricted my breathing way below what I would normally chose to avois scorching my lungs. This is actually positive I think, because it felt very much like VO2max work: “I want to breathemore, but I can’t and know I don’t need to”. Very beneficial to disconnect that feeling from the general VO2max panic, so I could work on this part separetely
- I have used saunas +/- 5 times a weeks since then. I believe it’s been hugely positive for my fitness, as I have reached early summer fitness levels in the heart of winter already
The general feeling is that all the sustained stuff is much easier, which coulb be increased blood volume or placebo 
Whatever the cause, I’ll take it 