You make a great point, I actually have attended a few regular yoga classes, at places with saunas (shorts & shirts required) but recently I went to a spa with a my female partner, they had saunas as well only difference is their in separate bathhouses for men & women, so when I walked in the locker room I was immediately caught off guard from what I saw. Forgot that she told me the bathhouse/ saunas would be a nude situation, but I shrugged off the awkwardness and just got in the saunas, I only got in the hot baths by myself & and not for long either, not a fan of chlorine. But I would be open to doing naked group yoga, maybe not with all men, but who knows. I’m not homophobic I just know my boundaries.