Radiative heat transfer between two bodies saturates at very short separation distances due to the nonlocal optical response of the materials. In this work, we show that the presence of radiative interactions with a third body or external bath can also induce a saturation of the heat transfer, even at separation distances for which the optical response of the materials is purely local. We demonstrate that this saturation mechanism is a direct consequence of a thermalization process resulting from many-body interactions in the system. This effect could have an important impact in the field of nanoscale thermal management of complex systems and in the interpretation of measured signals in thermal metrology at the nanoscale.