Yes, to a point you would. As mercury comes out of the pores, you absorb it via the lungs again and some people can get wheezing and feel quite woozy after it. So I'd imagine you'd absorb a bit of your own, and/or someone else's if they are detoxing mercury too.

But certainly, unless you are totally overdoing it, a sauna is a very good way of detoxing mercury and does work. For instance, they used to detox miners from severe mercury toxicity with saunas (they'd probably no doubt be all in there together). And it must have helped them, even though they'd get some re-uptake into the lungs/nasal cavity.

I've had the experience myself with my own mercury. Detoxing myself in a hot bath was one such example. I definitely did start eliminating mercury out of my skin, but I breathed it in also and did get the wheezing and also had uncontrollable giggling/laughing fits too. So definitely there must have been some vapor exposure for that to occur. I also got that too when taking an antifungal, as antifungals for candida can split open yeast cell walls and many times yeast cells contain heavy metals, so releasing the metals back into the system from killing a lot of yeast with antifungals is another way of being "re-exposed". I would get the same kinds of sensations, wheezing, laughing fits etc, but my last experience with an antifungal was far worse than that. Severe is the word. I ended up being literally repoisoned with mercury from using them.

but Saunas should be ok. Just don't overdo it.