Well, (and I'm not defending what happened here, just explaining what I suppose may be the reasoning), the problem with BT is that you're not just downloading the album, but also uploading and sharing it back to the BT swarm. Compare with the reasoning why downloading is/used to be[1] legal in the Netherlands: Copyright consists of exactly two rights: the right to make public and the right to make copies. Since Dutch law already allows to make "home copies", this means that only the uploader is breaking the law, not the downloader, because the right to make these "home copies" is not contingent on how you obtained the works in the first place.
Unfortunately most filesharing networks, and BT in particular, won't let you download without uploading and sharing back.
Of course the details of copyright and IP enforcement in Finland would be very different. Still, the point is, if you use BT to download a copyrighted music album, you're violating copyright not just by obtaining a copy, but also by redistributing it back to the BT swarm. Buying the album may make right on the former, but not on the latter.
[1] I'm not sure but I seem to remember they reverted that decision a while back. It was all based on a stupid error by BREIN's lawyers in the Kazaa vs BREIN case a long time ago. (BREIN is basically the representative of RIAA in NL, as well as a rather shady organisation)