My first experience in Russian banya was December 1989 in Nadym Western Siberia in the final days of the old Soviet Union.
https://en.m.wikipedia.org/wiki/Nadym
American and Russian oil men and geologists. Much vodka. Very similar to this story, except this banya did have a shower. The Americans ran naked into the subzero night to cool off in the snow then went back to the banya. The water in my beard froze solid. I experienced many more Russian banya in the following years. One of my fondest memories of Russia.