I use mine first thing in the morning, but yes I sleep like a baby. Here's my thoughts on why I feel the sauna helps.
After using my sauna for several months, I noticed a very strong odor when I started sweating. Really bad odor. That lasted for another two months, then no odor and none since. I reread the benefits of using a sauna and it mention removing uric acid from the body. Most is stored in the muscles. So, I no longer have and aches or pains in my joints or muscles, hence I sleep better. Also you get stress relief when using a sauna and that helps too.