Steam shower cost is the clearest case in this whole category of the purchase price being the wrong number to plan around. The generator and controls are a known quantity. The waterproofing, the sloped ceiling, the glass and the labor are where the bill is made, and they vary by more than the hardware does.
The hardware
A generator sized to your enclosure, a control, a steam head, a drain or auto flush valve, and the wiring harness. Bigger enclosures and hard water features like auto flush push it up. This is the part with a catalog price, and it is the part people quote when they say what a steam shower costs.
The enclosure
Waterproofing behind the tile rather than tile alone, a ceiling built with a fall, a vapour tight door including the top, tile or stone and the labor to set it. If the space is already a tiled shower, some of this exists; if it is not, you are building a small wet room. This is usually the largest single line.
The trades
A plumber for the feed and the drain, a licensed electrician for a dedicated circuit sized to the generator, a tiler, and often a glazier for a sealed enclosure. Four trades on a small job carries overhead that a single quote hides. Ask for the trades itemised so you can see what is hardware and what is labor.
Against a sauna, again
A comparable sauna needs a circuit and clearances and no tanking, no drain and no glass. The hardware costs are in the same range; the building work is not close. If the honest comparison matters to you, price both properly before committing, because many buyers who start on steam end up with a cabin.
Questions people ask about steam shower cost
Is the generator the main cost?
Usually not. Waterproofing, the sloped ceiling, glass and labor typically exceed the hardware, especially in a conversion.
Does converting an existing shower save much?
Some, if the enclosure can be sealed and the ceiling given a fall. If it cannot, the conversion is a rebuild.
How many trades are involved?
Commonly four: plumber, electrician, tiler and glazier. Ask for them itemised, because a single figure hides where the money goes.