To clarify, as this is an obvious misunderstanding:
The sauna is to be used nude only, with a mandatory towel to sit on to prevent sweat running all over the benches.
Since the area is rather small as you mentioned, you will likely encounter nude people in the pool area occasionally, who are heading to or from the sauna, which is really unavoidable. However, please do NOT enter the pool, or hang around the pool area, in the nude "for no reason". Swimming wear is good, just not in the sauna itself.
Who'd have thought it's that complicated!