The high body temperature is a result of the immune reaction: it is nowhere high enough to kill any virus. Saunas are an excellent way to spread any disease.
Of course if you have the sauna set at something like 90 degrees Celsius and stay in it till your entire body has reached that temperature for say 20 minutes or so then whoever has to recover your body probably won't be at much risk from any viruses or bacteria still in what's left of you.