Well, the common behaviours are the shit you'd associate with the stereotype primitive men: reducing people to objects of sexual attraction, being oblivious to boundaries, exploiting vulnerable situations.

In this case, you just don't stare at the other sauna guests. You look for a spot, preferably away from others, sit down, focus on your own breathing and all that and leave everyone else alone to do the same.

To take advantage of the fact that someone is naked and exposed to ogle them, then strike up a conversation they didn't ask for (because sauna isn't for chatting, it's for sweating) when they already feel vulnerable and exposed, violates the trust in mutual privacy that makes shared saunas possible in the first place.