Finland’s “neutrality” was very different from Swedens.

To put it very shortly:

In the aftermath of World War II, following the formation of NATO in 1949 and throughout the Cold War, Finland maintained a position of neutrality, in what became known as Finlandization, in the face of its often complicated relations with the Soviet Union.

…

Foreign policy was guided by the Paasikivi–Kekkonen doctrine, which aimed to ensure Finland’s survival as an independent sovereign, democratic, and capitalist state next to the Communist Soviet Union. This was to be achieved by maintaining good enough relations with the Soviet Union to avoid war with its eastern neighbor. The Finnish government refused foreign aid from the United States under the Marshall Plan due to Soviet pressure.

And there was concrete reason for that, the SU had Finland by the balls, or at least by one ball, but I don’t remember right now why or how exactly that was.

https://en.wikipedia.org/wiki/Finland-NATO_relations