Well, I suppose the reason would be that you don't have a world sim card.
That the sim card inside your device is registered on the Finland cellphone network and will only work inside the borders of Finland.
Your device should have roaming enabled but it will only work if the network providers allow sims from different ISP's to piggyback on their networks.
My advice to this situation is that when you enter Finland again see if the messages buffer back onto your tracking platform to clarify this, otherwise make sure your sim card has data, I think your issue is purely sim and location-based.
If however, the sim card works on both countries sim network then I have no idea, sorry.
Hope this helps
Best Regard
Ryan