Which wood is better and why?
The wood is really a customer choice. A proper sauna wood had to be one that will not off-gas when heated. Both Hemlock and Red Cedar are good for this.
Cedar is very attractive, has a distinct smell and costs a little more. For the folks that appreciate it, there is no substitute.
Hemlock is a lighter color, has a very neutral smell and cost less, so more folks tend to purchase these for their lower price.