Most of the days saunas, changing rooms and the shower room are mixed. Only in some days, perhaps during working hours there are women only hours. Also having a bathing suit is looked upon as really unhealthy. So you are well aware of the anatomy of your female coworkers :) Easy way to know which one you should pursue during the Christmas party :)
And yes, ppl try to be discreet having sex as guests, but sometimes the bed or the female doesn't cooperate and might become obvious whats going on ;)