At a recent campaign rally in her hometown, Tampere, Finland, Prime Minister Sanna Marin defended her time in office and tore into the rising right-wing populist Finns Party, which opposes immigration and is fiercely critical of the European Union. Ms. Marin remains remarkably popular after governing for three and a half years, through the pandemic, the war in Ukraine and Finland’s rapid decision to join NATO — despite her assurance only a month before Russia invaded that Finland would never join the alliance on her watch. But with most Finns now focused on other matters, particularly inflation and rising public...