Unless you don't take shower after sauna and won't drink a bowl of water which people allways do, then yes it will give you vascularity.
Sauna in itself is just a dangerous way to lose weight. After sauna, if you truly whanna lose weight, you can only do that by not taking a shower afterwards, just dry yourself on the towel so your skin won't take any water, second is not drinking too much water at all and just suffer from thirst.
As so many other things, Sauna is dangerous only for morons and idiots. Of course first of all, one should define what he means about Sauna, because it isn't clear so many people outside the Finland, Sweden, Russia etc. where you find the authentic and original Sauna. For example, in USA any fking cabinet with some kind of heater could be called the Sauna, while it isn't anything but cabinet with the heater. In fact, most of the people outside the Scandinavia doesn't really have any idea what the real Sauna really is. If you haven't been in Scandinavia/Russia, I bet you doesn't have any experience about real Sauna. Maybe you have been in some sweat box which you call as "Sauna", but it is far far a way from the original product. Let see...:
Here you have quite ordinary modern Sauna..
Somewhat larger so called public Sauna..
And smaller version, which we usually have in our apartments..
So what? So in all these we have temperatures like 100-120°C/ ~212F, we are able to throw water on the stones of the heater as much as we wish to make Sauna somewhat hotter, and all these are used by people age range 1 to 110 years. So what? So we know thing or two about this matter, that's all