After watching the film I was wondering what was the point of the sex seen in the "Duchamp" sauna.
Although I read in other posts a similar question I didn't find any answer.
Does anyone really understand (or saw any interview about it) why (seems to me) out of the blue they decided to enter this room and he nicely offered his wife like been a sacrifice?
What I took it to mean was that episode was Juan and Natalia a few years back, before the children, just trying to spice up their love life (I guess that's their "thing"). I think it was supposed to be in Belgium. An implication of that episode, I suppose, was the "infection" that Natalia mentions later in her argument with Juan. This episode is what started all of their problems with intimacy, including Juan's addiction to porn.
It also could really mean nothing in and of itself, or could be placed differently in the time scheme of the film, in which case the scene's intention might be to show how broken Juan and Natalia's sex life is. This would imply that their needs are not met by each other and that they need to find sexual satisfaction with people other than themselves. Reygadas, I think, wanted his movie to be less predetermined in meaning than most films, so take any analysis with a grain of salt.