Certainly true (or quite rare) at the big three saunas in Rio/SP. As FloridaRob said, "thank goodness."
However, for the record, in smaller cities GP saunas do have client/client action as well -- for example, not long ago, definitely in Natal, Brasilia, João Pessoa, in both GP saunas in Recife, sometimes in Belo Horizonte, and in the past if not present in Curitiba and Floripa.
In some cases, saunas that are predominantly guys not looking for GPs still have a few overt GPs. So I guess these are "hybrids" not exactly true "GP saunas."