Steam! The rising steam that hits the ceiling (heat rises) can get to 195°F in a Sauna.
If you were using certain non-outdoor rated (or cheap outdoor rated) speakers, this could cause them to melt or otherwise damage them over time.
Mentioned above, apparently Totem (although they make great speakers, they don't make outdoor rated or extreme rated) don't do well in excessive heat over the long term.
And how do humans survive this temperature? Whatever the temperature is in the sauna space, the highest temperature will be at the point where the steam is produced but it cools significantly as soon as it mixes with the air and contacts the surfaces.