Because they’ve been preparing for 80 years for such an eventuality.
Finland does not have a second rate military and has multiple military cooperation agreements.
Put it this way: Helsinki’s bunker complex is designed to hold the entire population of the city and designed to withstand a full scale nuclear attack, with full facilities including food stockpiles, hospitals, even sports centres.
They’ve spent 60+ years building and improving these bunkers.
It’s actually kind of insane: in order to take Helsinki Russian forces would have to fight urban warfare on a scale we’ve never seen before. Fighting a military complex that they would not be able to just bomb into submission.
And before Russia can even get to Helsinki they have to get through some of the best natural defences there are with the volume of rivers and lakes, marshland and forest that basically make mobile warfare impossible.
They have the capability to rapidly mobilise 1.1 million troops at short notice – all of whom have received at least some military training.
Further, unlike Ukraine, Finland are well incorporated into NATO infrastructure (despite not being a member [yet]) so they can much more rapidly deploy NATO weaponry. If you think the equipment Ukraine have received is a lot, the amount that could and would be supplied to Finland at short notice is unbelievable.
Finland fields highly advanced weaponry – including the Leopard 2A6 and US MLRS systems.
See… Finland is a bit like Switzerland: Neutral – but armed to the freaking teeth. If you’re gonna try and take Finland you’re going to bleed and bleed badly. Russia would need to assemble an invasion force of at least 3 million troops in order to feasibly have a chance of winning an offensive war against Finland.