Yes there is more construction cost, but that is more than offset on heating costs. Wood is as cheap as you want it to be as a fuel. Hydro heaters are anything but a cheap heat. They take longer to build heat and don't hold it as well, nor do they hit the higher temps desirable for producing a heavy steam. Further, under heavy use, an electric sauna heater does not have as long a life expectancy as the wood stove.