We did purchase the hats (4 - one for each “seat” in the sauna). We wear them for the heat protection for your head. According to what I’ve read/heard - it help your body regulate its temp by protecting your head from overheating. And it protects your hair. Can’t see a reason not to wear them - plus they are super fun!

I use one regularly. I will either fully wet my hair before putting it on, or I'll put an oil hair mask on with a shower cap, then the hat on top.

I haven't purchased that one, but I do prefer to wear a sauna hat. Basically it protects your head (which is particularly sensitive) from the heat and helps regulate your overall body temperature. This can help to extend the time you can spend comfortably in the sauna. The primary benefit for me is protection for my hair!