If this woman wants to wear this garb it's not Islamic custom, it's a cultural tradition which has nothing to do with faith. This is political correctness gone crazy and there should be one set of rules and regulations for everyone, regardless of their culture or religion.
One member of the centre asked the manager about breach of the rules and was told that "they had to observe her religious customs". The general manager said that "Whereas we respect the religious beliefs and customs of all members, the health, hygiene and safety of members is always the first priority."
Of course the manager may well be in a position to make an exception if they so wish. However, the impression is that the manager felt he had no choice but to make an exception.
Another important question is why this woman thought she should be allowed to use the facility if she could not keep to the rules. Isn't it a bit like walking into McDonalds and then insisting they serve you with Halal burgers? If you choose to live life in a certain way and with certain rules, you must accept that those rules will prevent you from using other services or facilities.
UPDATE: The Sun is now reporting on this case and their report concurs with our original analysis. They state:
Muslim woman in full hijab robes was allowed to swelter in a sauna because worried staff did not want to offend her.
and then go on to say:
He [Taj Hargey] added the incident demonstrated a problem among some Muslim women in Britain.
He said: “They think this is their way of making a statement, but this is the worst possible statement. They are shooting themselves in the foot.”