In term of fat loss I think is minimal , your heart rate and body temp will be up so I assume you must burn some fat... I always feel slimmer when I do sauna . plus It gets rid of toxins in your body is that can only aid fat loss
When I choose a gym it needs to have a sauna. It could be just me, but I'm a different person after it
A well made article on sauna benefits: Sauna benefits go way beyond simple relaxation.