The Messenger of Allah ﷺ forbade to enter the hot baths. He then permitted men to enter them in lower garments.  

أَنَّ رَسُولَ اللَّهِ ﷺ نَهَى عَنْ دُخُولِ الْحَمَّامَاتِ ثُمَّ رَخَّصَ لِلرِّجَالِ أَنْ يَدْخُلُوهَا فِي الْمَيَازِرِ  

AbulMalih said: Some women of Syria came to Aisha. She asked them: From whom are you? They replied: From the people of Syria. She said: Perhaps you belong to the place where women enter hot baths (for washing ). The said: Yes. She said: I heard the Messenger of Allah ﷺ say: If a woman puts off her clothes in a place other than her house, she tears the veil between her and Allah, the Exalted. Abu Dawud said: This is the tradition narrated by Jarir, and it is more perfect. Jarir did not mention Abu al-Malih. He said (on the authority of 'A'ishah) that the Messenger of Allah ﷺ said.  

دَخَلَ نِسْوَةٌ مِنْ أَهْلِ الشَّامِ عَلَى عَائِشَةَ ؓ فَقَالَتْ مِمَّنْ أَنْتُنَّ قُلْنَ مِنْ أَهْلِ الشَّامِ قَالَتْ لَعَلَّكُنَّ مِنَ الْكُورَةِ الَّتِي تَدْخُلُ نِسَاؤُهَا الْحَمَّامَاتِ قُلْنَ نَعَمْ قَالَتْ أَمَا إِنِّي سَمِعْتُ رَسُولَ اللَّهِ ﷺ يَقُولُ مَا مِنِ امْرَأَةٍ تَخْلَعُ ثِيَابَهَا فِي غَيْرِ بَيْتِهَا إِلاَّ هَتَكَتْ مَا بَيْنَهَا وَبَيْنَ اللَّهِ تَعَالَى  

The Prophet ﷺ said: After some time the lands of the non-Arabs will be conquered for you, and there you will find houses called hammamat (hot baths). so men should not enter them (to wash) except in lower garments, and forbid the women to enter them except a sick or one who is in a child-bed.  

أَنَّ رَسُولَ اللَّهِ ﷺ قَالَ إِنَّهَا سَتُفْتَحُ لَكُمْ أَرْضُ الْعَجَمِ وَسَتَجِدُونَ فِيهَا بُيُوتًا يُقَالُ لَهَا الْحَمَّامَاتُ فَلاَ يَدْخُلَنَّهَا الرِّجَالُ إِلاَّ بِالأُزُرِ وَامْنَعُوهَا النِّسَاءَ إِلاَّ مَرِيضَةً أَوْ نُفَسَاءَ