I have been to mixed saunas in both Germany and the Netherlands. The only people who bat an eyelid are usually English speaking, often from the United States.
In each of the countries it is not seen as something unusual, and there seem to be spas/saunas in most big towns and cities. When I was in the Netherlands last year I went to one in the south of Amsterdam, which adjoins a tennis/sports club. No swimwear is worn apart from on a Tuesday, which is a designated swimwear day. It is not seen as some strange activity, indeed there are Olympic athletes who go there (no names mentioned but two I recognised).
The most difficult thing about a sauna in the Netherlands or Germany is that silence is expected within the sauna itself. This is unlike in the UK in my experience where a conversation is normal.
As to the why did I go question, the facilities are relaxing, I enjoy a sauna, and it has a lovely swimming pool.