It's just that being in with NATO is more important than equipment case in point Ukraine.
F-35 is designed for ingress into densely covered enemy territory.
The stealth allows more flexibility in approach it stops jets being scrambled along the route, it stops assets being moved in to hangars and otherwise hidden.
It means you're less likely to be flying through a valley of manpads. Who were all warned of impending jets coming in.
Flying into an enemy carrier group with airborne radar being pinged from every direction.
These are the missions Israel runs against Iran and Syria (not the carrier group) or the US may theoretically run against Russia in a world war situation (during conflict it's likely the US would be protected by heavy ECW from growlers not just stealth).
This is not within Finland's likely missions unless it's acting with NATO.
If you don't need that then there are many cheaper, easier to run alternatives.
So does Finland want an F-35 or a bunch of gripen and hundreds of manpads and ATGMs?
Ukraine has repelled Russia very effectively with just manpads, ATGMs and NATO intelligence.
All things being equal that would be preferable. If buying US weapons NATO becomes more protective then the calculus changes.