Some answers before my answer have argued that it wouldn't work because of cultural and language differences. I tend to disagree. read more
Sweden–Norway was a personal union ruled by the Swedish king, and Grand Duchy of Finland was ruled by the Grand Duke, who happened to be the same person as Russian Tsar (and who was represented by Governor-General). read more
Whereas Norway and Denmark are long-term NATO members, Sweden and Finland are not. Norway, Denmark and Sweden have comparably small professional militaries (combined size 110,000 when mobilized) compared to Finnish 230,000-strong conscript army. read more