You sweat, but toxins likely stay - LA Times
In the past, I would have argued with this and insisted that sweating did release toxins, but now I know other mechanisms by which getting hot to the point of stress can stimulate detoxification (Nrf2, heat shock proteins, etc.).
This is a classic example where the fact that a treatment doesn't work through the proposed mechanism doesn't mean it doesn't work at all. Saunas still work - just through other mechanisms.
Saunas and heat stress have been invaluable to a lot of people with environmental illness and mold illness.