So I went on Sunday, I have vouchers that expired and they extended their expiration date until November 10th, and it wasn't that bad. The coed pools both indoor and outdoor seemed like the only place where social distancing could be a problem, you're not allowed to wear masks in the pools per the health department. All saunas coed and gendered areas are max 1 person or household, and everyone was abiding by the rule, and they are checking. Their hvac has been upgraded to kill viruses and bacteria, similar to what Crunch and Equinox has installed.
Overall, I didn't feel like I was at any more of a risk at catching it than from the gym or grocery shopping.