True, but 1939 isn't 2022. There is like a 0.1% chance that Russia will ever even take into thought a invasion of Finland, at least not in the near future or under the current circumstances and economic pressure.
Let the finish people decide that. If they think they are safe, they should not join nato. If they need protection, go ahead. But dont come crying if they make a mistake because they are alone if they miscalculate.