you are wrong.
If one has a hard workout, and then has a hot sauna, you cool down. No-one walks about waving their private parts for wierd reasons, unless one is wierd, and they are usually shunned or boooted out of the change room.
However, arab countries have absolutely no culture or history of working out, or using the sauna, and then make the leap that this is somehow sexual. Its insane, and a reflection of your culture.
Please, just go away, and let those who come here to work, and who have raised this place from the sand, to have a moment of peace and relaxation without being bombarded once again with your silly rules.
After a relaxing time at the gym, and re-uniting ourselves with our innermost thoughts, we still have to drive home amongst the Land Cruisers....thats plenty enough.