I'm sure someone else will respond that has a better memory than mine, but if I remember right, you are correct - there is no complimentary sauna/steam room on the Oasis-class. We were on the Allure last year and I'm pretty sure there wasn't one I could use for free. I really like a good steam bath and appreciate it when they have one to use in the locker room.
47 Cruises & Counting! Favorites: Paul Gauguin to Tahiti: Uniworld River Cruises in Europe; any of the Celebrity Solstice-class ships; Holland America for 12-nights in the Baltics & Russia; RCCL for 14-night Greek Isles, Turkey, & Croatia; Holland America for 14-day Alaska cruisetour; 10-night Canada/New England cruise; 21 days in Hawaii including a 7-night NCL cruise; Oceania for 25 days in Asia; & 3 months touring Europe by train. And many days spent in all-inclusive resorts!