I believe it might be just because it is really easy to incorporate an association in Finland and an association that is a non-profit organization founded for public benefit will be considered tax exempt by default. Many of these services have been run by the incorporated associations as opposed to just a loose group of individuals or a single person.
The FUNET though is the Finnish university research network and thus I believe the Funet FTP server has always resided on a server funded by the government but still mostly maintained by volunteers.
I think... both for Finland and Sweden: We wanted to stand out internationally. And there were lots of clever people in the right places early on. And there was money to spend on that exciting new stuff, after the first few early press rounds.
But since this on top of HN I hope someone who actually knows will show up soon. :)
Any particular reason there seemed like a bunch of ftp sites hosted in Finland?