"We are not Swedes, we do not want to become Russians, let us therefore be Finns"
Having previously been part of Sweden, six counties were ceded to Russia as part of peace negotiations. This gave semi-autonomy for Finns within the Russian Empire (1809), and independence in 1917. A Country is defined by geographical features or lines on a political map. A State is a set of governing principles and supportive institutions. A Nation is a common essence - religion, language, customs or history. Every element of a Nation is a story. Told well, that story becomes shared. The Northern Crusades of the 12th and 13th century were used to subjugate the pagan neighbours. The Finns had then long been caught between the conflicting Swedes and Russians, trying to out-subjugate. The Nationalists felt that due to their repeated use as a battlefield, it would be in the country's best interest to seek autonomy. No one wants to be a pawn. Pushing back on being used is a good story.
Swedish Empire v Tsardom of Russia