01
your scalp is the least protected part of you
heat rises, so the air at head height in a hot sauna is the hottest in the room, often well above the temperature at bench level. the scalp has a dense web of blood vessels close to the surface and almost no fat underneath to insulate it, so it heats up faster than anywhere else on your body. a hat slows that down, keeping your scalp at a safer temperature while the rest of you gets on with the actual work of the heat.