It is very easy to get away with BJs and handjobs inside the steam room because of a small window that can be used to tell if someone is coming without them knowing what's going on inside.
Trying to get away with stuff in the showers is trickier, however, as the separators are raised quite high from the ground, and one can tell if there is more than one guy in a single stall.
There are some bathroom stalls, but they are not very private.
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