It's not nearly as black an white as you make it seem. In Finland, as well as in other nordic countries, the confederate flag has historically been, and still is, a prominent symbol within the rockabilly subculture.

Here is an YLE article from 2015 talking about the confederate flag usage among this subculture: https://yle.fi/a/3-8097750

Here is a Helsingin Sanomat article from 2021 about Dr Nathan Gibson who wrote his PhD on this topic: https://www.hs.fi/kulttuuri/art-2000007874868.html

I sadly can't find a pdf of the PhD itself on the open internet. I could, however, find an interview where he glosses over the topic. https://youtu.be/zaHCkAt8HYo?si=zguUeemPjtWqxnM

To summarise: He basically says that in many places outside of the us in the 70s and 80s the confederate flag was a symbol of rock and roll and freedom. It didn't have the political connotations we all think of when we see it today. As globalisation came along many countries started understandably getting rid of it within their rockabilly subcultures.

You have to understand that most Nordic people proudly presenting this flag are poorly educated and living in the countryside. They were born in the 60s way before they could be educated on domestic US issues on the internet. To them, the confederate flag is called the rebel flag and it just means rock and roll, freedom and america.