A sauna timer is two quite different things depending on which one you mean: a sand or dial timer on the wall that tells you how long you have been sitting, and the shutoff timer built into a heater control, which is the one that matters. The second is a safety device rather than a convenience.
The heater shutoff
Electric sauna heaters are controlled by a timer that cuts power after a maximum run, typically a few hours, so a heater cannot be left on indefinitely by someone who forgot. It is a required feature on any heater worth buying, and it is the reason you can leave the cabin without worrying. Never defeat it and never wire a heater around it.
Delay start, and why it is limited
Many controls also offer a delayed start so the cabin is ready when you get home. That function is deliberately bounded, because an unattended heater starting hours later in a cabin somebody has stacked with towels is a real hazard. Follow the maker's rules on what may be left in the cabin, which is nothing.
The wall timer
The sand timer or bimetallic dial on the wall exists because a phone does not belong in a sauna and a clock with electronics does not last. A sand timer needs no power, tolerates the heat, and is readable through steam. It is a two-part purchase with the thermometer and both are cheap.
Controls inside or outside
On most cabins the heater control sits outside the door, which is correct: it keeps the electronics out of the heat and means somebody can turn the heater off without going in. Some cabins put a simple control inside within the maker's rated zone. What should never be inside is a timer or switch that was not rated for a sauna.
Questions people ask about sauna timer
Why do sauna heaters have a timer?
It is a safety shutoff: it cuts power after a maximum run so the heater cannot be left on indefinitely. Never bypass it.
Can I set a sauna to come on before I get home?
Many controls offer a bounded delay start. The limits exist because an unattended heater in a cabin with anything stacked in it is a hazard.
Sand timer or digital?
Sand or a bimetallic dial. No power, tolerates the heat and readable through steam. Digital units tend not to survive a cabin.