Not at all. I often visit a sauna that has a low humidity 110-115 °C. 10 to 15 minutes is OK. Air has a very low thermal conductivity. Heat up your oven to that temperature and stick your hand in it. No problem (without direct radiation from the heating elements!). Don't try it with water (high thermal conductivity) at that (hypothetical - above boiling) temperature though!!!
That contest was pretty stupid, and against what I'd consider 'sauna culture'.
The competition was held in Heinola, 138km (86 miles) north of Helsinki.
...so we know the exact distance from Helsinki, but they don't say HOW LONG they were in there or at what relative humidity!!! Just how stupid is that? (Answers self: About par for the BBC)
Another link on that article page states six minutes, which can only mean that they must've poured a lot of water on the rocks - very high humidity. Which is NOT something you'd want in that temperature range.
An exerpt from Rick Reilly's book about extreme sports and he tried this one out..... excerpt follows. Read more at the link.
Now do it for 10 minutes or more, and that's what it's like to compete in quite possibly the world's dumbest sport: the Sauna World Championships.
I know. I entered.
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Not at all. I often visit a sauna that has a low humidity 110-115 °C. 10 to 15 minutes is OK. Air has a very low thermal conductivity.
During the Apollo program, a NASA experiment was shown on TV in which a military volunteer sat in a large oven as the temperature was increased to the point where he could no longer stand it and was instantly removed.
My recollection, which I think is accurate, is that the stated air temperature at the time he was removed had reached 600 °F.
Besides the low thermal conductivity of the air, the cooling effect of sweat can apparently protect one from quite high temperatures for short periods.