Swedish intellectual here.
Allow me to hypothesise for a moment.
I imagine this tradition started when humans first discovered hot springs. Somewhere down the line they realised the can create their own artificial hot springs with fire and water.
You see, after the fall of the Liao dynasty fell, the surviving royal family and their loyalists retreated into Siberia through modern day Mongolia and Yakutia, then generation by generation migrated westwards, bringing Sino-Xiongnu culture and knowledge with them.
>>213844689
Furthermore, after reaching the Ural mountains, the traveling Liao court split into three: The Northern Court, who traveled West into the Baltic region, and the Southern Court, who traveled into Pannonia. The third court remained at the Urals, waiting for the other two courts to return with grand armies so they could reclaim their destiny.