I have been teaching hot yoga for over 20 years and have found that nearly all practitioners, even those with health issues, enjoy enormous benefits from exercising in the heated room.
However, there are sensible precautions one can take as with any new form of exercise. I believe some hot yoga studios overdo the heat which can increase potential side effects. Running at temperatures of 110-120 degrees and not managing humidity and oxygenation correctly can cause dehydration and overheating. However, hot yoga taught by experienced instructors, in a room heated to between 85 degrees to 100 degrees, with good oxygenation and humidity and experienced instructors has some benefits that regular yoga can’t necessarily claim.