Russia attacked Finland before Finland was an ally of Germany. What did you want Finland to do?
Finland believed the Soviet Union wanted to expand into its territory and the Soviet Union feared Finland would allow itself to be used as a base from which enemies could attack which it did do. In fact Finland allied itself with Nazi Germany during the second world war not to prevent Soviet conquest but to win back territories lost to the USSR as a result of the winter war of 1939-40....
Actually even Roosevelt told Finland to stop aligning with Nazi Germany.