Using a steam sauna does not have a meaningful impact on weight loss other than dropping water weight. You will lose about 100 calories per 30 minutes inside of a steam room at 110F. Keeping in mind that you would lose 50 calories in 30 minutes if you were sitting down.
The real takeaway from using a Steam Sauna towards weight loss, is the effect of sweating out harmful toxins which promote weight gain.
These Obesogenes include Bisphenol-A (BPA), Phtahalates, Atrazine, Organotins, and Perfluorooctanoic Acid (PFOA). These toxins accumulate inside your body depending on your nutrition, and usually work towards gaining weight. By using a steam room, you help the body release these toxins through sweat.