For this we have to compose the sort of music we'd like to here in a sauna anywhere in the world... only they didn't say which world
So...
Arram Koth is a fabled ancient city somewhere in deep space. Many have searched. Few have found it, and even fewer return.
The caves are unique. There are hot springs inside, filling a range of pools that maintain a constant temperature, and with just enough air flow to form perfect hot tubs and saunas. The cave walls are covered with lichen that emmit a warm restful light with fluctuating patterns of colour. There is sound too, from the air currents moving through hollow stalectites.
A universe of naked peoples and creatures float, swim, or just bask on natural rock benches - all in total silence.