because they were owned by sweden for awhile and are considered by some a nordic country because of there close historic ties.
Finland is a Nordic country. What you intended to say was is considered Scandinavian by some. I still don't understand why one would want to include Finland in a pan-Germanic state since there's nothing Germanic about it except for its Swedish minority, but I hardly think a 5% (or 10%-15% since where talking about the 20th century here) minority would be enough of a reason to incorporate it. Unless we are talking about a fully Sweded out Finland here, which would require a POD of some sort quite far back in the past.