Using the Sauna on Campus?

Would it be weird / awkward if I use the sauna on campus? I have an autoimmune illness and the sauna really helps me....unfortunately I called all the local gyms and the only one with a sauna is on campus. I have used it over winter break but am not sure if I should keep going during the semester, out of fear of running into students. It is not co-ed. I wear athletic shorts and a t-shirt while using it. If a female student taking my class happened to go in while I was using it, would that be inappropriate? If it did happen, how should I react?