This is certainly an option. Keep in mind, though, that this wood will get dirty and water stained over time and it won't look so pretty any more. The benefit to the duckboard (wood) or vinyl flooring is that it can easily be picked up to clean the water proof flooring below and is easy to replace if it starts looking unappealing.
Call a Sauna Specialist
to learn more about flooring options for your sauna room.