I agree, but if I was a time traveling meddler in history I would point out that OTL Finland was actually better for the USSR than if it had been turned into an SSR. The USSR had a basic veto over Finland's foreign affairs and it was a great buffer and helped the Baltic Sea be very neutral.
Well, having Finland as an SSR would mean the USSR could hold a sword over Stockholm instead of Helsinki and try to Finlandize Sweden instead. An airbase and naval base at Mariehamn would be pretty intimidating to anyone at the Swedish capital. And of course being able to extend the USSR's own defences directly that West, instead of trusting they could take over/use the Finnish defences and land and sea area in case of war would be a boon. It allows several vital minutes to try to stop Western bombers and missiles inbound over Scandinavia. More direct naval control over the northern Baltic Sea would be good as well.
I doubt Stalin would trust such a time traveler in 1939 anyway over this particular issue. He was far too suspicious for that.
It's certainly possible. OTOH, after World War II, Stalin did not even make Finland a "people's democracy," let alone part of the USSR. So that (as well as Poland) throws some doubt on the idea that he was determined to incorporate all pre-1917 territory ruled by the Tsar into the Soviet Union.
Equating Stalin's view on Finland in the late 30s and post-1944 is, in my view, a bit reductionist and maybe also anachronist. The outcome of the war in regards to Finland was due to historical contingency and the fact that the Finns proved to be a tougher nut to crack during the war than Stalin expected back in mid-1939 or before. The record shows that the Soviet leadership saw Finland (and the Finnish ability to wage war) in a lot different light in 1945 than they had before the Winter War - the Finnish forces that in the 30s were seen as "White militia" managed to stop determined Soviet attacks to crack the Finnish defence in 1939-40 and 1944 as well. So what Stalin planned to do in 1939 can not really be determined from what he did 1944, IMHO. The situation had simply changed - and so did the plans.
I see the post-1944 position of Finland as a result of Soviet cost-benefit analysis - the benefits from conquering Finland directly were seen as smaller than the costs of the campaign to take it. The costs had proven a lot bigger than taking the Baltics, while the benefits were not significantly bigger. We can argue that the Soviet position after 1945 was so much better than in 1939 that Finland became a lot more peripheral issue than before - a threat to Leningrad, sure, in the wrong hands. But now as the USSR was the single great power in the Baltic Sea, the Finnish area was much less likely to be used as a staging ground for an invasion against the USSR. On the other hand, the Anglo-French drive to protect Finland in 1940 and the US refusal to declare war to Finland in 41-44 were also taken into account in this calculation by Stalin - I think he had a rather over-inflated view of how much the Western powers would have been ready to use effort to support Finland in case of a new Soviet attack.
So, there were both pushing and pulling factors to explain why Stalin did not go for direct takeover in Finland after 1944. Right or wrong with full hindsight, he settled on isolating and neutralizing Finland, planning on a possible future takeover via infiltration and an internal coup by a proxy Communist organization. At the time it appeared to look like a good option to the USSR.
This line of thinking informs the discussion about the position of Poland as well, IMO - quite possibly Stalin thought that annexing Poland directly and assimilating it into the USSR would have been too costly, comparatively. It would have, say, diminished the ethnic Russian majority in the USSR and made things more unstable. Poland was easier to manage as an ostensibly independent satellite state outside the USSR proper - more cost-effective that way.