Budapest has thermal hot spring and the first spas date back to the Ottoman empire in the 15th century. Some of those still exist. I was prewarned that the historical Turkish spas like "Racs" or "Rudas" might be frequented by gay men. Nevertheless I was willing to try but my braveness was in vain as the Rac and Rudas spa are undergoing refurbishment (lots of men with hard hats though). So we tried Gellert spa that is known for its historical architecture. You might argue that going to a hot spring on a very hot day might be a bad idea (it was). But the real problem was that the spa and baths were very old, meandering (one could get lost inside!), sleazy, overcrowded, and badly organized. For example I could not manage to rent a towel (despite being highlighted that one need not bring their own and being charged for the rental towels as well!) and the many staff who check the ticket are neither helpful nor friendly. After only quickly dipping into the boiling hot water we got out and left the hot spring in under an hour.
PS: I rather recommend going to the touristy but still decent spas in Istanbul.