It's 2009. And to sweat your balls off, you shouldn't need to squeeze into a little room with a bunch of other sweaty men.
Those blue lights actually have nothing to do with the heating system, nor do they serve as UV tanning bed lights. They're just LEDs that futurise the wood decor a bit.
Röger's Leige Wave actually uses a carbon fibre system to produce infrared heat that "penetrates deeply and directly into the body and provides an intensive deep relaxation." In other words, you'll be roasted over cherry wood, the results of which should really be quite yummy. [Aqua Emotion via Born Rich]