A Turkish bath, taken at the proper time, is to be highly commended. The preliminary sweating, produced by the hot rooms, brings the dirt and foreign substances to the surface, and the subsequent scrubbing with soap thoroughly cleanses the skin and opens the pores." "Women who indulge in Turkish baths should be extremely careful about going out into the cold immediately after. As excellent as the Turkish bath is, there is no question but that the subject is liable to catch a severe cold, and in many cases I know that such colds have resulted in pleurisy or pneumonia. For this reason at least an hour should elapse after the bath is concluded, before the subject leaves the bathing rooms."
Source: Harriet Hubbard Ayer's Book, 1899.