Why are WHOOP sauna sessions missing from workout data?

This is a WHOOP limitation, not a Terra one.

This is a WHOOP limitation, not a Terra one. WHOOP's API only exposes activities it considers workouts, i.e. those with an associated strain score.

Sauna sessions get no strain score, so they are omitted from workout data and can't be distinguished from normal recovery via WHOOP's API.