Trying to curse a Sauna player is an exercise in futility, since their trashing is faster, less resource intensive and better for tempo than your cursing, unless you have like a Mountebank opening or something like that. Otherwise, their engine might come together almost as fast as it would without the cursing, really, and you probably spent one turn and a terminal slot on a card that doesn't really help your engine all that much. If it (what the card does in addition to junking, and what it costs) conveniently fits into your strategy and you manage to do it early, you can buy junkers against Sauna, but I wouldn't buy Sea Hag, for instance.
There is also no "while they are busy buying all 5 Saunas" because every Sauna they buy is a potential splitter cantrip trasher, so you need to be spending those five turns more efficiently than that instead of taking your sweet time.