For thousands of years people benefited from steam baths. Wet heat does wonders for the body. Pores open up on your skin detoxing your body, relieving stress, cleansing the body, soothing aches from muscles or arthritis. You can find all sorts of information on the Internet regarding research and user studies that report benefits of steam rooms aiding the body in many ways.
See if you can think of some benefits you've experienced with a steam bath. Or, go experience a steam bath and note any benefits, like immediate relaxation.
I really wish I could be more into steam baths myself, but I always find that the result of setting foot into one is a sense of enervation. I almost always feel like fainting after just a few minutes, and I wonder if there's a way to prevent something like this. I just end up feeling wrinkly and yucky afterwards, but I wonder if that's because I'm detoxing?