True, a dedicated circuit would be ideal. In fact, local regulations might require one. However, the ampacity of the supply lines in the wall usually do NOT exceed the rating of the corresponding circuit breaker.
So, installing a 15 or 20 amp circuit breaker would involve upgrading the wiring in the entire circuit. Not too hard in new contruction, but it can be a bit of a bother and expense in existing construction.
Also, the the existing service box (panel) must be taken into consideration.
In any event, I'm still curious about the current draw of the sauna.