I really didn't like that scene, it felt like it came out of nowhere and the MC was trying to pressure Bella into something she didn't want to do.
Looking back on it, I decided the problem is that the sauna scene really only makes sense in the context of Bella's lewd scene in Episode 4 (if you stay with Bella and make a move on her in the pool). That's the first time Bella really seems to accept and enjoy fooling around with the MC (and after he explicitly decides he won't force anything, no less).
Unfortunately, it's not actually a requirement for the Episode 5 sauna scene. As a result Bella's romantic arc feels badly discombobulated.
As far as Jill goes, I don't think she'll be happy to find the MC fooling around with Bella. She'd probably take it as an indication the MC isn't interested in her per se and is just chasing girls in general. Still, with our magic MC charm, we can probably smooth things over with her for a little while (assuming we weren't committed to Jill by the time the truth comes out).