AFAIK Finland always had more separated sauna culture. They have so many saunas that you specifically pick when you want to go to mixed sauna.
In Germany or parts of eastern europe saunas are popular but there are not that many of them so they end up mixed gender. Also everybody is going to saunas in Finland where as in Germany its much more thing for "fans" or "experienced" sauna goers that maybe accept it as part of the whole thing.
