Tens of thousands of Finnish workers gave their lives during the Finnish Civil War because they preferred a Soviet Finland to the bourgeois, Nazi-aligned country it became.
In 1939 Finland was Anglophilic rather than Nazi-aligned, but it's not a good setup when friends are far away and weak, and enemies are close and strong.
There was no practical way for them to align themselves with anyone but the Nazis or the Soviets, so whether you like what the political class became in that context or not, it's not as though the people had a choice between liberal democracy and state socialism, and picked the latter.
That people with uncertain, unpleasant lives were taken in by Soviet propaganda is no surprise. Some people still believe the things they learned from Soviet propagandists to this day.