While some saunas are constructed of Spruce, Alder, or Pine, Red Cedar is the wood of choice in most. When using Cedar, Red Wood, or other soft woods, "Cedar Bleed" is not uncommon. The properties of Cedar which make it so durable and ideal for sauna use are the very properties that contribute to this bleeding.
Chemically treating the wood can create health and environment hazards at these sauna temperatures and I would not recommend experimenting.
When using a public sauna or steam room, I always bring along an additional hand towel just for sitting on to satisfy my inner clean freak. I would suggest a dark towel.