Sauna suits have been used by athletes for many years, they actually trap heat, elevating body temperature, heart rate and metabolism resulting in an excessive amount of sweating and greater number of calories burnt.
During your workout you could lose up to 2Kg but the majority of this will be water weight not actual fat weight which means you will gain it back once you rehydrate yourself with fluids but the overall number of calories burnt will be much higher than usual which could indirectly result in an increase of fat loss.
Other benefits of the sauna suit include improved circulation which will have an amazing effect on cellulite and greater oxygenation of cells which in turn can strengthen the immune system. For me personally, I believe they are useful for detoxification and for athletes needing to make weight for competitions as long as it is achieved sensibly and under the supervision of a qualified trainer.
Warning: Always make sure you drink plenty of water before, during and after as extreme core temperature changes can result in dehydration, heat stroke and loss of electrolytes.