That's again something that happened after Winter War. Official Finnish policy towards Jews was luckily much better during the war. Even resulted in funny things such as Nazis awarding a Finnish Jewish soldier the Iron Cross, which is just bizarre to think about.
https://www.nytimes.com/2019/02/10/world/europe/finnish-volunteers-very-likely-participated-in-killing-of-jews-in-wwii.html
That's again something that happened after Winter War. Official Finnish policy towards Jews was luckily much better during the war. Even resulted in funny things such as Nazis awarding a Finnish Jewish soldier the Iron Cross, which is just bizarre to think about.