The Finns made things very difficult for the Russians back in 1939 - 40. For a while anyway...
As to why they would want it... A buffer zone... natural resources?
Another amazing thing about Finland. They took the Brewster Buffaloes that nobody else could do much with and flew them till the end of the war with fantastic results against the USSR. And Finn pilots even used the US Navy full deflection shooting technique.
Brewsters claimed 477 victories for the loss of 19 in combat.
Finns can throw a curveball.