It is likely the improved muscle strength was a consequenced of reducing the muscle soreness since this is known to affect strength. It is possible that heat shock proteins may be responsible for protecting muscle from damage since this has been shown in previous studies.
The sauna use was 15 minutes at 170 - 180°F (76.67 - 82.22°C) and was done prior to the high-intensity workout.
For more about the effect of sauna use on performance and muscle check out my video on “hyperthermic conditioning.” https://youtu.be/aHOlM-wlNjM