First, the idea that "toxins" in the pores of your skin need to be "flushed" through some mechanism that is better than a shower is a persistent myth that apparently originated in the 80s with the scribblings of Harvey and Marilyn Diamond in their fad diet book Fit for Life, and other alternative medicine types. Toxins and poisons were the problem, you see, and these build up if you eat incorrectly. The chemistry was not discussed. It is a short leap from dietary toxins and poisons to the Scandinavian sauna/cold plunge custom, as long as we don't discuss the chemistry.
I tried it, since I tried everything, and I'm with you: feels good, but it is a significant stressor that must be recovered from, definitely not a recovery aid. Recovery aids are sleep, food, and anabolic hormones. The rest is bullshit.