I've read a good exchange of conversation about this in a Facebook comment.
They have mentioned that WBO doesn't have any rules about that sauna thing but that terms violate the England Boxing Commission rules or British Boxing Council. It was the same as how Nevada Boxing Committee imposed some rules too. Casimero violates the boxing governing body in England, the venue of the fight, that's why WBO needs to take action.
I'm not sure how legit it was but seems they have knowledge about the ruling of a governing body of a certain country.
So it boils down to some technicalities? but it seems that there is a decision already by the England Boxing Commission and that Casimero will not be able to fight on their home soil.
And it's probably another lost in translation maybe in Casimero camp here. And the decision whether he will be strip of the title is up to the governing body. Hopefully they will make a fair decision on this one.