The description you gave sounds almost EXACTLY like "Play Time" from 1994. It doesn't START the way you described, but that sauna scene is definitely in there. Everything else you described is spot on, especially the poolside confession by the one husband, toward the end, about his stepmom and her girlfriend. Still considered one of the hottest, sought-after softies. I saw it again, recently and it brought back some great memories. The brunette lead Jennifer Burton, was outstanding in that movie. A naturally beautiful gal who could actually act. She made the film, IMO. Anyway, if you'd like, visit softcoreheaven dot blogspot dot kom, and peruse the list on the right. You'll be glad you did!
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