According to this article there is an entire ritual that occurs in the hammam. The site says:
It was and still is in some villages not only a retreat for bodily and spiritual cleansing
Bodily cleansing is not a problem in halacha. (There may be other halachic problems specifically with the hamam if nude men and women are there together. I don't really know if that occurs.)
The bigger problem is the "spiritual cleansing". One of the purposes of the hammam is to cleanse you of your faith and spirit in G-d and make you an atheist! That's contrary to Judaism. That's why we boo when you hear the mention of a hammam.
The Gemara in Chullin 139b says that the source of Hammans is the tree of knowledge. Obviously it looks good, Chava herself thought that it was good because it looked good as the Passuk in Bereishis 3:6 says.
We scream and yell to make sure no one gives in just because it looks good.