I mean, not really; John's Hopkins puts Finland's all time test positivity per capita at ~26%, to the United States' ~30%. A bit better, but not enough to explain differences like this. Its not vaccination either: Finland only leads the US by ~0.23%.

One area where Finland had low impact is in deaths: 0.16% per capita to the US's 0.33%. But, if the theory is that COVID infections themselves caused a globally observable effect like this, that stat should cause the problem to hit Finland more, not less, given they had more COVID survivors than the US.

I think the better explanation might be COVID adjacent: COVID seems to have some direct neurological impact, but the lingering secondary cultural, economic, and psychological effects of the pandemic & lockdown feel a lot more likely to explain this. Additionally, I'd put money on social media also being higher on the sources list than direct COVID neurological impact.