The Finnish sauna thing is kind of true, though I'm not sure if people still invite their foreign business partners there (but headquarters of large companies probably all have saunas). It used to be that it was difficult for women to get ahead in business and politics partly because many deals were made in saunas which tend not to be unisex in such circles. Which brings me to the misleading part, the photo. People won't probably throw you out for wearing a towel but you're supposed to be naked and I think that the hypothetical foreign businessman might find out that he hadn't really impressed his hosts after all. Sometimes sauna invitations are really tests (especially when the invited is a foreign boyfriend of the daughter of the family), of if you are brave enough to get naked with other men (I don't think that women bother with such tests), if you can take the heat (it can get close to 100 C, I prefer around 80), if you are willing to get hit by a bunch of birch branches, if you will take part in stupid rituals afterwards, like rolling in the snow. I think that if you end up sitting on the porch of the sauna, wrapped in a towel and drinking beer with the host, you've passed the test.
Most Finns have access to sauna, even those who live in apartments. They either have one in their own apartment or there's a shared one in the building. They have such a long and important history that they are almost holy and in general people are expected to be respectful in them, speak in low voices, no eating. Of course there are always exceptions and for example students will have sauna parties. I've never been to one so don't know what happens there.