Why Finland has no army?
Because Finland is not under direct military threat, the current Army is, as it has been since the end of Second World War, in peacetime training formation. This means that its brigades (Finnish: joukko-osasto) are not meant to be operational combat units but training formations.
"Between 1809 and 1917 Finland was an autonomous part of the Russian Empire as the Grand Duchy of Finland. Between 1881 and 1901 the Grand Duchy had its own army. Before that several other military units had also been formed while Finland belonged to Sweden.
The Grand Duchy inherited its allotment system (Swedish: indelningsverket; Finnish: ruotujakolaitos) from the Swedish military organization. However, for several decades, Russian rulers did not require military service from Finland; operations and defence were mostly taken care by Russian troops based in the Grand Duchy. As a result, officer benefits of the allotment system became practically pensions, as payment was based on passive availability, not on actual service."
"The Lapland War (Finnish: Lapin sota) was the hostilities between Finland and Nazi Germany between September 1944 and April 1945, fought in Finland's northernmost Lapland Province. While the Finns saw this as a separate conflict much like the Continuation War, German forces considered their actions to be part of the Second World War. A peculiarity of the war was that the Finnish army was forced to demobilise their forces while at the same time fighting to force the German army to leave Finland. The German forces retreated to Norway, and Finland was therefore able to uphold its armistice promise to the Soviet Union."
https://en.wikipedia.org/wiki/Finnish_Army