I’d wouldn’t recommend it, no. You may want to look at the potential of the Sonos Move, but I’d be concerned about the operating temperature, more so than the humidity. 

Operating Temperature

32º to 113º F (0º to 45º C)

So the answer’s no. At least, not for long.

In addition to a pair of play:1 speakers in my bathroom I´m using a cheap SONY SRS-XB12 bluetooth speaker in the sauna for about 2 years now. I place it on the ground, it´s still working and the sound is better than you expect from the size. OK it´s not part of my SONOS eco system, but for about 20 Euros I don´t mind how long it stands heat and humidity. 

Far better to get an Amp to mount outside the Sauna and speakers rated for sauna use.

You’ll likely be happier in a sauna with several speakers running in mono to even out the sound field or a pair running in stereo if your sauna’s seating design works for that.