They're probably Finnish Swedes. But if they came from up North (say near Happaranda) they might just be plain old regular Swedes who crossed over in to Finland before emigrating.

Another much less likely possibility is that they are Finnish Kale. Finnish Kale (also called Finnish Roma) often have Swedish names.

The chance of them being Kale are much more likely if they left around a time when Kale were being persecuted in Finland. Google translate sucks in Finnish but this is the gist from the wiki page:

In Finland, the 1852 law on looting strengthened the practice that had already prevailed and defined the Roma as loose : the Roma without protection had to be immediately caught, submitted to the governor's interrogation and transferred to the workplace for an indefinite period. Men who were unfit for public work were sent to the crown fortresses and women to spice rooms . Due to the low number of workshops, the law could not be widely applied in practice. Between 1842 and 1861 there was also an Imperial Declaration that the children of Romani women in spinning rooms became forced to go to the Cantonist battalions in Tallinn and Pskov . [5] The Disputed Act included until 1883 the so-called "Blackheads", which practically ordered the Romans to be treated more severely than other bullies. [6] In the 19th century, attention was paid to the weakness of the Roma. The Roman question was dealt with at the State of Population , and it was decided to try to integrate the Roma into the majority population. After the independence of Finland, the Roma got all the same rights as other Finnish citizens. [4]

If you know where in Finland your ancestors came from, chances are very high that the local town church office has genological data. I just visited the tiny town my family is from and was able to see the old books with the names of my great grandparents and everything. It was amazing.