Specificity of training:
You’ll workout in heat, so learn how to hydrate, sweat and perform in heat. If you’re racing in extreme heat, that’s a plus. Of course, spending time training in Kona might be more specific, and there are bikini womens there too.
Hot yoga:
Experimental Physiology has a study showing ambient temperature increases pituitary hormone responses.
90F-95F seems to be the sweet spot on ambient temperature’s effects on prolonged cycling.
Any yoga:
You’ll gain strength from all the poses. That may help in swimming, biking and running.
You’ll stretch things that over-tighten until they are properly flexible. Do you want to go beyond that, be too flexible, thus risk injury?
PubMed has conflicting studies indicating yoga may ward off depression, or help lower back pain. However, there are also studies showing high injury rates from yoga. Hot yoga may also be associated with “altered perceptions and full-blown psychotic episodes”.
Small changes in ambient temperature have an effect on body core temperature. Who knows how hot the room really is.
Wikipedia says this about core temperature:
37 °C (99 °F) - Normal body temperature (which varies between about 36.12–37.5 °C (97–100 °F))38 °C (100 °F) - Sweating, feeling very uncomfortable, slightly hungry.39 °C (102 °F) - Severe sweating, flushed and very red. Fast heart rate and breathlessness. There may be exhaustion accompanying this. Children and people with epilepsy may be very likely to get convulsions at this point.40 °C (104 °F) - Fainting, dehydration, weakness, vomiting, headache and dizziness may occur as well as profuse sweating. Starts to be life- threatening.Maybe take a thermometer to learn how hot the room actually is, and how your temperature changes in the room. Compare that data to where and how you’ll be racing.