Do they allow you to breathe freely in highly heated areas? Are the illegally requesting personal medical information to enter?

When I went they requested proof of vax

I think at this point masks are optional, and not enforced everywhere

If I got your question right The answer is No you might need a mask to enter but you don't have to wear it inside and they don't require vaccination

No mask required in Sauna or at the jacuzzi

Masks not required in saunas