If the Finnish govt gave MS some tax breaks or other concessions in exchange for an undertaking to bring long term employment to the country, possibly as a condition of the purchase of Nokia, then they probably have some justification for being pissed at MS. However if the Nokia deal was a purely private sector matter with no govt concessions or financial sweeteners then too bad. MS has no particular duty to Finland, they have a duty to their shareholders and anyone with whom they have entered into a contractual agreement.
“The fundamental cause of the trouble is that in the modern world the stupid are cocksure while the intelligent are full of doubt.” - Bertrand Russell
"When the power of love overcomes the love of power, the world will know peace."
Jimi Hendrix