From what I remember, one of the ways the human body removes toxins from itself gradually is through sweating, but I'm not sure it's the #1 way to do it.
Honestly, the two fastest ways the body can get rid of toxins is simply through use of the bathroom, and people do that all the time. Also, it depends on the toxin you're trying to get rid of. There's a third way, but I don't want to talk about it.
I think people use saunas more to relax and hang out with friends and family, more so than to cleanse their bodies. And it's not for everyone. More people I know prefer jacuzzis or a pool to relax, rather than just sitting in a hot, steamy room and sweating.

Nah. That sounds retarded.
My password is password.

yes, but a cold plunge and then repeating the sauna can help if you've really been abusing yourself.
massage, plasmapheresis, even bleedings.. there are a lot of ways to clear out toxins aside from the usual sweat, snot, pee, poop, tears, breath, etc.
but staying away from toxins will always be the number 1 way
trying to find hacks so you can ride the dragon more will catch up to you, usually sooner than later.

Heavy metals get excreted through sweating. Not a lot though.