> Everyone speaks the same language, has a shared cultural identity;
Not that this changes your argument significantly, but there are two official languages in Finland: Swedish & Finnish.
There are many immigrants to the country, including myself, who speak neither terribly well, or at all.
While it might be true that native Finns have a shared cultural identity with the rise of immigrants, again including myself, that is not universal.
> Or maybe I should just move to Finland.
I'd recommend it. Though the darkness and brutal cold might be hard the summers do make up for it.