For peoples around the world, fire and heat always contained a connection to the other world, a realm of supernatural creatures, and were therefore treated with great reverence. Apart from being a common attribute for different versions of hell, fire was also a symbol of power, vitality and rejuvenation. This might be one of the reasons sweat houses were treated as shrines in a number of cultural traditions.
No doubt that healing effect of bathing also contributed to the deep respect for bathing. This is reflected in numerous myths: Finns believed that vapor coming from heated stones in sauna was the spirit of life, or Loyly, while some tribes of American Indians believed that this vapor is really Manitou, a friendly spirit that can penetrate the skins of bathers and defeat the disease.
Sweat, usually sweat of Gods -- indirectly associated with fire and heat -- acquired an important role in the creation of humankind. In Russian and Indian folklore, one can find takes of God creating Adam and Eve through drops of his sweat. A Bengali tale has a similar story: "Siva (the Hindu god) sweated and washed the sweat away with a piece of cloth. He threw the cloth away. Out of this a girl was born".
One of the underlying reasons for this close connection of sweat to the realm of spirituality can be found in the rejuvenating effect of sweat bath. From this point of view, banya represents the Earth itself, a giving, grounded mother that is able to free a human from all impurities. Thus, exiting banya is metaphorically linked to the idea of rebirth.
Moreover, banyas, saunas and childbirth were literally connected in many cultures. In fact, Finnish and Russian women usually gave birth in bathing houses in order to be in the presence of benevolent spirits that were believed to alleviate pain and protect the mother and child.
Rite of passage for Thomson Indians of British Columbia involved a boy entering the sweat bath and praying to "sweat bathing Grandfather Chief" for strength, agility and bravery -- much needed for hunters and fishermen of his tribe.
Overall, these myths about sweat baths were based on people's real-life experience. Without any knowledge of bacteria and viruses, people attributed symptoms of a disease to the influence of malicious spirits and demons. Therefore, supernatural beings of sweat baths became a manifestation, a mental projection of that very real healing effect that sweating and heat had and still has on human health.