Well, it's not considered a typical attribute and yet here's a map that would make many Balkan nationalists proud
I'm pretty sure the guy who made the map's not Finnish. Anyway, if you read up on Finnish history for the past century then the nationalism does jump out at you. It's not like it's been extinct in Western Europe (see Ireland, Catalonia, Flanders, South Tyrol, plenty of other places).
There is also a question of identity. The Karelians are for example Eastern Orthodox, so I'm not sure how close they feel to the Finns.
Whether or not religion is a marker of ethnic differentiation is pretty arbitrary. It's clearly one for speakers of Serbo-Croatian and not at all for speakers of Albanian. A Dutch-speaking Catholic in the Netherlands is Dutch; a Dutch-speaking Catholic in Belgium is Flemish. The Cappadocian Greeks spoke Turkish and the Arvanites spoke Albanian, but they were identified as Greek because they were Eastern Orthodox. An Arabic-speaking Shiite is an Arab; a Persian-speaking Sunni is a Tajik. I could mention examples of arbitrariness all day. My own people was an example of a monolingual/polyreligious one before the Greek-Catholic Church was abolished by the communist regime.
