We should note that all of these places of thermal extremes (Finnish saunas, Japanese hot baths, American beaches and mountains) have their opposites close at hand. There are possibly two reasons for having the extremes right next to each other.
The first is physiological: the availability of extremes ensures that we can move from one to the other to maintain a thermal balance.
The second might be termed aesthetic: the experience of each extreme is made more acute by contrast to the other.
Works of art which have great life often have intense contrast within: rough/smooth, solid/void, loud/silent, empty/full. It is the difference between opposites which gives birth to something. Contrast is what often gives other principles their degree of life – the intensity of the boundary, the markedness of the alternating repetition.
Contrast strengthens centers by making each a deeper entity of itself, and thereby giving deeper meaning to both. It is, at its simplest, what allows us to differentiate. But meaningless contrast remains meaningless. It is only when centers are actively, mutually, and meaningfully composed that it acts to deepen the whole.
Houses with smooth hard walls made of prefabricated panels, concrete, gypsum, steel, aluminum, or glass always stay impersonal and dead.
Solution
Open your mind to the possibility that the walls of your building can be thick, can occupy a substantial volume—even actual usable space—and need not be merely thin membranes which have no depth. Decide where these thick walls ought to be.