The Soviets didn't seize Finland for several reasons.
1) If they did, it was going to create a lot of problems in the USSR's relations with the Allies. People must remember that few people foresaw the Cold War. Stalin saw a lot of advantages in continuing to work with the West (at least until the anticipated economic collapse that Stalin thought was a matter of time). There were still too many things to work out for the postwar world, and the Soviets needed Allied cooperation to legitimize Soviet plans.
2) The Finns were going to very troublesome to incorporate, and the Soviets were going to have enough trouble alone with the Baltics, the Ukrainian nationalists, Poland, and the other parts of Europe.
3) Ultimately, Finland was not vital to the Soviets - unlike Poland which was needed to maintain its occupation of Germany, and which was the traditional invasion route of Russia by western Europeans - so it was a small loss.
Norway would be even worse.
Soviet intransigence in Scandinavia would alert the Allies that any hopes for cooperation was doomed. Stalin might think he was clever because his army was needed to conquer Japan, but the moment the atomic bombs are dropped it'll be obvious he has no cards.
In the meantime, the Allies can cause the Soviets lots of initial headaches.
1) They can refuse to recognize Stalin's choice of Polish goverment (the Lublin group) and insist that the Polish government-in-exile is the actual government.
2) It will insist Soviet actions in Bulgaria and Romania are illegitimate and give at least vocal support to King Michael and Tsra Simeon and the non-Communist parties.
3) The Czechoslovakian government-in-exile may switch from being pro-Soviet to neutral or even anti-Soviet.
4) It will push Sweden into active opposition.
5) It ends any chance of economic aid or cooperation to help the Soviet Union recover from the war.
6) It also complicates Soviet intentions to eventually seize the straits by bullying Turkey with Western compliance (this never happened IOTL because the West moved decisively against the Soviets by then, and the Turks played their diplomacy very well).
The Soviet hold on Eastern Europe was greatly helped by the Allies deferring (even if reluctantly) to the actions of their Soviet ally. Stalin needed time to legitimize his occupation in the eyes of people he intended to rule. Otherwise, control would be impossible without the Red Army doing everything.
Furthermore, in 1945 the Red Army commanders are at the height of their power. Many hoped for a better life than what had happened under Stalin's earlier rule. If they thought Stalin was screwing it up and would lead to war with the West over invasion of Scandinavia, there is a chance - no matter how small - a coup might happen and a less deranged person take over who didn't insist on antagonzing the Allies over something of little benefit.
For all these reasons, Stalin choose to not antagonize the Allies with the hope that by accedding to their demands on critical areas (like Greece for the British) that the Allies would give Stalin the time he needed to legitimize his control over Eastern Europe and regain complete control over the Army.