Indeed Finland is not Scandinavian, but it is a Nordic country. They are only related to Hungary in terms language, but Estonians have many similarities. I suppose there has been some cross pollination due to proximity.
While Finnish people speak a very different language and their people originate somewhere else, they are still very similar to us Scandinavians. They have similar structure of society. Many similar cultural traits and values.
All Nordic countries cooperate and coordinate a lot. I used to write mobile applications for banking and finance. Usually we had to make sure it worked for all Nordic languages. It is also common that the Baltic countries are included. They are sort of late comers to the Nordic club. In the Nordics we do a lot of outsourcing with Baltic countries and many people there learn Nordic languages.
Visiting the Baltics is very strange for us in the Nordics because there are so many Nordic chains there. It is a bit like being at home.