Are sauna suits beneficial? No, absolutely not.
* It is activity that burns calories, not sweating. Sweating more because it is a warm/humid environment, or you are wearing restrictive clothing doesn't help you burn any more calories
* A sauna suit interferes with your body's natural ways of disposing of excess heat, and you risk dehydration and/or heat stroke by wearing one
* Because of the overheating issue, you may well cut short the duration and/or intensity of your workout, leading to fewer calories burned, not more.
In short, wearing a sauna suit is ineffective, counter-productive and potentially dangerous.
Sweating is just one of several means your body has to control its temperature. When you are cold, the body restricts blood flow (and thus heat loss) to the core organs in the torso and head. When it is warm, the body lets more blood flow to the limbs where heat can escape. Also, by opening and closing tiny blood vessels, the body can allow blood to flow closer to the skin (this is why people can look red faced when exercising, and their lips and nose can turn blue if it is particularly cold). Some people's bodies use these mechanisms better, others sweat more to control temperature - it is largely a matter of genetics. And if you are a blood flow controller rather than a sweater, great!