It seems that Finland was a battleground in this war, with war on Åland, raids on the other coasts, and its entire merchant fleet sunk, and had it still been part of Sweden, it might not have been attacked at all.
In comparison to the wars of the 18th century, the Crimean War was very easy on the Finns. Sure the coastal areas suffered from Anglo-French depredations, fortifications were bombarded, some buildings were torched and many ships were sunk. But then the Finnish mainland was pretty much entirely spared from battles and war damage. In all previous wars, many problems had been caused for the local population by the heavy presence of Russian troops in Finland (and this would be true for WWI as well) but in this war the problem was a
shortage of Russian troops, one that caused Finnish commoners to pick up weapons themselves in several towns and villages to fight off the foreign invaders burning down warehouses and scaring children and womenfolk along the coast.
Had there been an actual invasion of the mainland of the Grand Duchy, by the troops of Sweden and its allies, Russia would have been forced to bring significant numbers of troops to Finland as well to try to defend itself. The result would have necessarily been a war that would have caused a lot more destruction and human and economic losses to Finland than the OTL "War of Åland" did.
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IOTL, we can argue that losing Finland was the last nail in the coffin of Sweden trying to be a major power in the Baltic Sea area. On the other hand, not getting Finland in 1809 would most likely not stop Russia from trying to be a pre-eminent Baltic Sea power, and Sweden would still be a major speed bump on that road. The Finnish War would not have been the war to end all wars between Sweden and Russia in all possible timelines - to think so would be OTL bias. IOTL the outcome of the war created such borders between the waning Swedish power and the growing Russian Empire that could be easily maintained without a war becoming necessary between the two nations in the 19th century. If Sweden had retained Finland, the Eastern Provinces would have continually been a potential source of conflict, an area to be fought over for Russia to both be able to protect the imperial capital and to become the leading Baltic power.
When Finland was a part of Sweden in the 17th and 18th centuries, it was a battleground for a war with the Russians every 20 years or so. Had the same pattern continued, by 1854 a Swedish Finland would have seen maybe two or three wars against the Russians in the 19th century. Now, it is
possible that Sweden winning the Finnish War would lead to a long period of peace in the northern Baltic Sea area. Why not. On balance, though, I think that continued periodical hostilities between Sweden and Russia would have been more likely.