Hoi - See also the specifications:
https://www.philips-hue.com/de-ch...

Operating temperature -20 °C to 45 °C
Operating humidity 5% H 95% (non-condensing)

You will probably reach the temperature in the sauna (inside), and the humidity will probably be within the range. Not that it wouldn't work, but the parts will probably give up the ghost sooner...

my2cents and LG