Sweat baths are fine for short periods to aid the skin in elimination while fasting, just so long as there is no excessive heat for prolonged periods, as this will prove to be enervating or wasteful of the life force (nerve energy). Prolonged exposure to excessive heat while fasting can also result in fainting and extreme weakness; the idea being to conserve energy for cleansing and healing.
It was found many years ago that the body should be kept at a comfortable temperature for the maximum benefit, as extremes of this (especially the cold) prevents elimination thru all channels, including the kidneys, and not just the other avenues of elimination.
The current vogue is "infra-red saunas" which produces sweating and elimination thru the skin but without the excessive heat from conventional saunas that many find to be too enervating and counter-productive to the aims of the fast if persisted in for too long.