If Sweden intervene even before Russia leave the war, I'm not sure there's a lot the Entente could do, Sweden is already defacto blockage by the Entente and a invasion is impossible (or at least highly unrealistic). As Sweden could just about feed itself and their agriculture was backward, they could likely survive until the war ended. Especially because they would likely keep the conscription at a relative low point.
So Sweden invade Finland and secure Finnish independence, they will likely push somekind of greater Finland which include Karelia and Murmansk. When Germany make peace with Germany and likely also Finland, the Swedes will likely try to negotiate a separate peace with the Entente as Sweden will see itself as cobelligerent. The Entente will likely not take it. But as Germany break down a year later, Sweden will be the last one at war with the Entente. But as they have only used their troops against the Russians, the Entente may accept a status quo peace.
Sweden gain Aaland, while Finland is a kingdom (under a Bernadotte) and includes Karelia and Murmansk. The Swedish-Finnish relationship will likely be quite good and include a defensive alliance (if Sweden has joined the war, neutrality won't be a choice anymore).
The big consequence will be in the decades afterward. Sweden will be forced to invest heavily into its military, to avoid the threat of Communist revenge. Finland on the other hand avoid its civil war and likely see a much stronger social democratic party in the interbellum. The closer relationship with Sweden likely also mean that Finland see greater economic growth in the periode. At the same time they have to deal with a large Russian minority along the White Sea (through they will likely be happy to not be under USSR). The economic growth will likely mainly happen along the southern and western coastline, where trade with Sweden are easy. Like in real history we will likely see the start of a pan-Nordic custom union.
Another demographic effect is on the Kola Peninsula it was until WWI home to a small Norwegian community and there also existed a Norwegian-Russian pidgin (Russernorsk) which was close to develop into a creole. Both was killed off in the aftermatch of the Russian revolution, where trade with Norway was stopped and later the Norwegians was deported from the Kola Peninsula. With Kola being under Finnish rule and cut off from Russia proper, while transport through Finland being much more expensive than trade with Norway. We will likely see it the Kola Norwegians grow as a group, while Russernorsk may become a true creole language.
Outside Finland and Sweden, the Danes and Norwegians will likely see neutrality as less realistic in the next war and may invest in their military. While in USSR the Finnish control over Vyborg and the western White Sea will be seen as threat by USSR. The Svalbard treaty will likely not happen here thanks to the limit Russian access to Svalbard, instead the Norwegian Claim will likely be recognised at the same time as the Danish claim to East Greenland is recognised by the Permanent Court of International Justice.