Putting water on the sauna rocks is the authentic way to take a sauna!
This has an amazing effect on the environment. The steam created by adding water to the rocks raises the room temperature and adds a bit of humidity to the room, increasing the "sweat factor". Since your club has to satisfy all their patrons, they must maintain consistent room temperatures and humidity levels which means no water on the rocks. This is in everyone's best interest in a public setting.
Check out this article to learn more...Why Do We Put Water On Sauna Rocks?