The showers are rarely mixed. On the other hand mixed changingrooms for public pools (and saunas) is the norm everywhere around europe. Its for capacity reasons and you have private booths for the changing part.
I think we are talking about different things. Typical saunas are the neighbourhood saunas, Kietz-Saunas. They do not have any separation. Not in dressing rooms, showers, nor in sauna areas. It's all mixed, except usually a women only day once a week.
Saunas in public pools etc may have different arrangements.