For short, that is the intended behavior: If you want trashing, play enough Silvers manually to satisfy your trashing desires.
The reason for this change came with Renaissance's Ducat. The idea was that people would autoplay their Treasures, only to realize they need to undo it to not play a Copper to trash for buying Ducat. So the idea was suggested that Autoplay Tresasures should be undobale without opponent approval.
Normally that is not a problem, but Sauna creates one: Once you trash something, all kinds of triggers can happen: Market Square gives you a Gold, you may have drawn cards from trashing a Cultist, a.s.o. Allowing an automatic undo in that situation seems unfair, as you got information you wouldn't know if you didn't trash anything.
So the decision was made (and not communicated in the client), that Autoplaying Treasures would **not** trigger Sauna's trashing.