Sitting outside, they steam. A whole line of them, leaning on railings and sitting on a bench, cold beers in hand, an incongruous sight here in the heart of Helsinki. While Saturday shoppers and happy couples and little families stroll by on the nearby sidewalks, decked out in casual yet practical Nordic fashions, these soggy, shirtless men with towels wrapped around their waists don’t seem the slightest bit self-conscious. In fact, if you look closely, they may be a little smug. After all, they’re perfectly at home, happily participating in Finland’s very favorite activity—sauna. Soon, I will join their ranks. Accompanied by a tour guide to show me the ropes, we pass the line of men, the lot of them just momentarily getting a bit of fresh air before they head back into the dry heat inside. We enter Arla, built back in 1929. The guide explains that back in …