Kissing on both cheeks isn't really that uncommon here, and completely common in some European cultures.
Same sex sauna is completely normal over here as well, most have a 'women only night' but other than that, unless it's a 'special' kind of sauna, all of them are same sex.
Sleeping together naked as men? Well, dunno, if you're gay I suppose it's not that weird? if not, of course it doesn't happen all the time, I doubt anyone would actually believe that.
btw, I really can't remember any of those examples coming up a lot in Hollywoon films? Perhaps I'm watching the wrong ones though (which is totally probable).