Let me give you an example in English: a dog, with dog, to dog, behind dog, inside dog, ...
I can continue this list forever. But you would tell me that's not interesting, because I'm just using prepositions Well, then we'll have to ask what is a preposition. In English you write preposition as a separate word because you can insert something in between: a red dog, with blue dog, to tall dog, behind quick dog, inside my dog, ...
But what if in finnish you canot squeeze anything between preposition and noun? Oh, I rather meant postposition, but same difference. I don't speak a word of Finnish, but I suspect that's the case, and you are supposed to put your adjectives either before or after that word concatenated with all its postpositions. Maybe that's why the word is written together with its postposition.
Some languages add markers to the words, such as gender markers, tense markers, evidence markers (dog that I see vs. dog that I've heard of) in a similar way. Now just compute a cartesian product of all the possible prepositions times 3 gender markers times 3 tense markers times a few evidence markers and times 2 plurality markers. You get a scary number in the end, especially if you have to learn this language.
And as about Finnish, I have a friend who learnt it as a second language, and he told me that it's not as scary as it seems, because despite the shear number of declension forms, it all follows patterns with relatively few exceptions. That is not to say that Finnish is a simple language, but it's not as complicated as you might think after reading this story.
P.S. I'm an amateur in the field of linguistics with no knowledge of Finnish, so please correct me if I'm wrong. My example about cartesian product wasn't about Finnish in particular, but rather how gigantic numbers of declension forms may arise in other languages.