In Japan, soaking in natural hot springs is a treasured pastime that’s steeped in thousands of years of tradition, and during my stay there, I visited a few. The experience opened my eyes (and pores) to a world of good-feeling benefits, many of which (but not all) are backed by a plethora of research.
I think heat is part of the stress relief. It doesn’t have to be a hot spring – a warm blanket/etc can do wonders. Wrapping up in one, insulating ourselves from what’s around – it’s a physical barrier.