I recently listened to a podcast about the benefits of sauna or deliberate heat exposure and the gist is that if you get your core temperature at about 39 degrees celsius your cardiovascular system is working comparably hard to light exercise.
My take is that your heart and lungs are working out, even if your body is not. Do you get the same benefits as going for a run or bike ride for a comparable amount of time? no, since your limbs don't get fit, but your heart and lungs do.
Edit: I posted this accidentally when editing without noticing. Hypertrophy isn't necessarily a bad thing. I thought I was discarding the comment cuz I realized I was out of my depth. whoops
Please ignore my comment, though I will leave it to make the below comments less confusing.
Original: You don't want to "work out" your heart though. Cardiac hypertrophy is a bad thing.
The benefit of exercise is that your muscles become more oxygen-efficient. Your heart endures some stress now, so that it can work less in the future.
For endurance training the main benefit of heat training is raising blood volume. Lungs are not a limiter. Developing stroke volume I imagine requires much higher intensity but that's just a wild guess based on my limited understanding of physiology.
If heat training is better than another interval session remains to be seen but it seems a lot of smart people believe it's worth it nowadays.
Not saying you are wrong, but I'd like to see some evidence on that. Just because your heart is pumping faster doesn't mean your cardio fitness is getting better. Otherwise we could all just snort cocaine and skip the gym. Alcohol does that too, anyone with a fitness tracker can check that.