Russia has argued that having NATO on its borders is a threat. Talk about missiles within range of Moscow and so on. Obviously these comments make no sense. But Russian domestic politics is always using a narrative of being a victim and having risk of being invaded. The Second World War doesn’t exist in Russian storytelling. The great patriotic war on the other hand, conveniently started in the 40s.
The Finnish border isn’t that much closer to any important parts of Russia than the Baltic states already were. The strategic difference is perhaps mostly in how difficult it might be for Russia to attempt what they did to Ukraine on a Baltic state. The scenario is a swift invasion and an annexation being fait accompli and a threat of Nuclear use if any NATO countries come to their defense under Article 5. That would have been a sticky situation for NATO in the past (at least we thought so until we saw their military performance lately) but will be less so with Finland in the alliance.
The Finnish border isn’t that much closer to any important parts of Russia than the Baltic states already were. The strategic difference is perhaps mostly in how difficult it might be for Russia to attempt what they did to Ukraine on a Baltic state. The scenario is a swift invasion and an annexation being fait accompli and a threat of Nuclear use if any NATO countries come to their defense under Article 5. That would have been a sticky situation for NATO in the past (at least we thought so until we saw their military performance lately) but will be less so with Finland in the alliance.