The historical and socio-political relationship between Finland and Russia is long and complex. Now let’s point out what is horrifyingly hilarious about it. There are three reasons why Russians, especially those who live in St. Petersburg visit Finland, or rather, what they call "Finka": 1) for work, 2) to get a stamp for their Schengen visa, and 3) buy cheap crap.
1) Since Finland is about a four hour drive from St. Petersburg (Helsinki is about six hours away) some Russians do business with Finns. International business relations, it happens.
2) Finland is one the twenty-five Schengen Area countries and because the Finnish Consulate in St. Petersburg is easier/faster/cheaper for getting a Schengen visa, many Russians do just that if they intend to travel to the other countries. Since you’re supposed to apply for the visa through the country which will be your “main destination” and to ensure that a renewal application won’t be denied by the Finns, many Russians periodically visit Finland to get the stamp in their passports.
3) Once Russians have that visa, the doors of opportunity open and cheap crap is within reach. Getting groups of Russians to Finnish stores is a business in itself. Tour operators run daily bus tours which include visa services, customs assistance, and even discounts at certain shops. Popular destinations include not only Helsinki but also Imatra and Lappeenranta, which are practically on the Russo-Finnish border. Stores along Finnish highways have signs in Russian and many stores take rubles or exchange currency. A group of culturally clueless Russian tourists loading up on whole salted fish, other foods, mops, shampoos, etc. is a sight to behold.
Mockery aside, many Russians don’t have international travel opportunities and Finland gives them a way to visit a foreign country. Some visit it for nature travel. And tourists and shopping go hand in hand, much like Detroit 18 year-olds and liquor-laws in Windsor, Ontario.