Sometimes you just have to ask for what you need.

It helps to keep it simple:

"I'm sorry, but I go to the sauna to enjoy some time alone and meditate."

Would you be willing to go for an ocassional short walk with her around the community? Maybe that would satisfy her, and that way you could more easily control the duration and set some expectations?

You're not alone. I like to be social, but am also an introvert who needs downtime to recharge. A lot of people don't seem to be able to understand that. I've come to the conclusion that people like this are very externally oriented, so they think if others aren't outwardly doing something, then they're not doing anything at all, and must be available for socializing.