My bro gets me into his gym for free through his membership so when i go with him he always insists on going into the sauna first. i asked him why and he says that it is because he likes how it makes him feel and it warms up his muscles. is this a good idea?
You aren't going to get any benefit regarding lifting. It is probably just something he enjoys. If it puts him in a better place mentally to lift then it is worth it. Saunas can be a good detox for the body but you need to make sure you are hydrated before lifting.