[AlexW]

“I thought they were related to Hungarians.”

Well, at least the language is related.
Living here in central Europe I am fascinated by the language anomalies of Hungarian and Romanian.
Both countries are surrounded by Slavic speaking countries,
but Romanian is a Latin language and Hungarian is said to be closest to Karelo-Finish.
Let me state, I am not an authority on linguistics, so I welcome more enlightenment.

[G8 Diplomat]

Hungarian is said to be closest to Karelo-Finish.

I dunno how different Karelo-Finnish is from regular Finnish, but Hungarian has changed so much over the years that it hardly sounds like Finnish. It could sound like Karelo-Finnish though, but not like regular. Estonian is the closest language to Finnish.