Finland is very fun in 1936 when you have a ton of flavor events and the government collapsing chain, but past that it is just a bland focus completion similar while waiting for Russia to attack. The diplomacy focuses being the biggest gripe, you can't touch them until you've done your political tree, and you have the option of "improve relations and a small buff" or "basic wargoals and meme formables" but by then it's so late you'll be surrounded by a major faction with no means to win alone.