Having been to Finland I feel the reverse: it's much more hostile. It is not great that (as you implicitly described) they put zebras next to road turns and as you're crossing the road cars will occasionally turn right across you. Pedestrians are clearly also a lot more afraid of cars in Finland - as evidenced by their famous waiting at crossings for the green man even when there are no cars.
Finland is a very different country than the UK - much worse weather in winter but much much sparser - but looking at the stats it seems to do a little worse on road casualties than the UK on most measures. eg 3.8 road deaths per 100k pop in Finland vs 2.9 in the UK and 5.1 road deaths per billion km in Finland vs 3.8 in the UK.
I don't think Finland's road safety is as good as the UK though it is still one of the better countries.