I might be wrong wrong (ThatFanficGuy, we need you here), but I think that the FSB has a different logo. This one is from the Военная Разведка ВС РФ - Russia's Military Intelligence, which, I am assuming, operates under a different roof. FSB functions within the country (or at least it's supposed to), while the Military Intelligence would probably deal with external affairs. Still a sick logo though.
I spent a week in Finland last month. I can say without reservation that the Finns are scared stiff of the Russians. All my cousins wanted to talk about was whether and how the west would support them if Putin invaded. It's a small but real possibility to them. There are still people alive in Finland who lived through the winter war.
I think for much of the west, "Scandinavia" is a broadly-defined thing north of Europe that most people would be shocked isn't universally NATO. I suspect aggression in Finland would be recognized as a dire crisis by every player in the theater. Ahhh, the Winter War.