I would do it according to my feeling and could even imagine that I would seal it with leftover aluminum adhesive tape. As I said, it would probably be more a matter of feeling or mood rather than a technical necessity. Whether or what would actually be technically relevant could only be seen when something like this is dismantled in 10-15 years. I don’t think there would be anything disastrous to see or rather something completely different. I’m not a fan of always doing everything three times over to exclude every theoretically conceivable worst-case scenario. I had someone for a very long time who did a lot for us in and around the house (including the sauna) and learned to do many things more simply but not worse for that reason. For the sauna, you should also consider your individual usage. A commercial provider, for example, has to execute it so that continuous or extreme use works. As a private person, I know that I might use the sauna maybe twice a week and generally take care because of moisture, mold, etc., and always ventilate anyway. So much moisture does not arise during sauna use that it would get behind the cladding and then through tiny holes and cause permanent damage there. I even believe that the groove on your cladding could easily be the other way around without causing any problems. When you sauna, the wood on the wall is never wet, not even with a steam sauna. But I can understand that you feel better doing it that way; I know the feeling when it calms you down. Whether that is actually the case, we don’t know. It’s going to be great with you!!!