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Laukkanen, Mäkikallio, Kunutsor and colleagues analysed middle-aged men from the Kuopio Ischaemic Heart Disease Risk Factor Study (KIHD), a long-term prospective cohort, for a single endpoint: sudden cardiac death. The paper appeared in Progress in Cardiovascular Diseases in 2018. Like earlier analyses of the same cohort, it looked at cardiorespiratory fitness and sauna frequency together.
Measured against men with low fitness and infrequent sauna use, men with high cardiorespiratory fitness and 3 to 7 sauna sessions a week had by far the lowest risk of sudden cardiac death. Their risk was also clearly lower than in men with only one of the two factors. A hazard ratio for this comparison is quoted in secondary literature but not from the original paper, so no figure is given here.
The data are observational and cover men only. The cohort is the same one used for an earlier analysis of fitness and sauna use, so this is not independent confirmation but a deeper look at a more specific endpoint. Men who are fit and use the sauna often probably differ in other ways as well.
The authors discuss improved autonomic balance and a lower tendency towards arrhythmia as possible mechanisms. The pattern fits the view that heat and exercise sit next to each other rather than replacing each other. It does not show that either habit prevents sudden cardiac death in an individual.