Are saunas required to be listed?
Plug in? No.
Hard wired? Yep.
Aside from that:
EU stuff, in my experience, is just looking for 230V between terminals, it will not "care" if that is L-L as we have here, or L-N as they have there. Sauna's are usually just heaters, no fans or pumps. So it's just a big resistor, maybe some lights, neither of which will care about frequency.
But in the offhand chance that they are misusing the term "sauna" and it is more of a hot tub with a pump, or there is a fan in the sauna, then the frequency difference will be a problem. 50Hz motors at 60Hz power will run at 120% speed, and due to the Affinity Speed Law for centrifugal pumps or fans, that results in the load on the motor becoming 172% of what it was designed for (1.20 cubed).