Not to be glib, but being dead lowers your night time heart rate more then exercise as well.
Is having a lower night time heart rate the core goal of exercise? Is it even a goal at all? Or is it just an indicator of other goals being reached? I'm genuinely curious, I wasn't aware that the number mattered, more than what that number actually represents.
It's just another measure. It's not ceteris paribus better to have a lower one.
From the author, "Strongest hypothesis: elevated parasympathetic tone from the post-sauna cooling phase carries into sleep"
AKA, they use it as a proxy to infer a deeper state of rest and improved recovery state. Says nothing about the fatigue generated from using a sauna.