I don't mean to be condescending but the fact your literally pick the one co-belligerent that was never a member of the axis powers to prove this point is pretty silly.
In the fog of war, moral lines get blurred on all sides but the German turned that shit into a fine art - placing them in category of utter-blame that I think is justified by the atrocities they themselves commit and atrocities they forced their axis allies to commit especially as the war turned against them.
Finland was an ally of Nazi Germany de facto (and thus "an Axis ally") even if it was not a member of the Axis in strictly de jure terms. In my view the particular responsibility of the minor allies, their leaders and militaries, for various atrocities committed during WWII should not be "disappeared" into the conceptual black hole of Nazi evil. Doing this would disregard the way WWII-era states and militaries were capable of terrible things in the right circumstances, even without Nazis ordering or overseeing such actions or processes. Treating the atrocities committed by Nazi Germany's smaller allies as mere reflections of Nazi evil would, IMHO, not be consistent with good historical research or addressing the actual historical processes in play during WWII. Things were a little more
nuanced than that.
The other side of it, of course, is that the states and governments that allied with Nazi Germany during the war did not do it out of mustache-twirling villainy or sheer blood-thirst. These were decisions that either seemed sound at the time from a political, geopolitical or defensive point of view, or then they were made under duress of some sort. More often than not, the states that allied with Hitler's Germany were not privy to the detailed plans the Nazis had for Europe, and in fact even could not be, as much of those plans, like Generalplan Ost, were only made during the war and then only within the Nazi elite itself.
As this is a thread for misconceptions about Nazi Germany, one common misconception in the 2010s seems to be that in the late 30s, just before WWII, Hitler's Germany was internationally seen as much like an evil empire run by actual death-cultists as it is today. In fact, at the time Nazi Germany was seen as a nasty dictatorial state, but as such pretty run-of-the-mill, not that much worse than Mussolini's Italy. It was definitely seen as
better than Stalin's USSR as oppressive totalitarian states went, and in the eastern part of Europe, from Finland in the north through the Baltics and Poland, and down towards the Balkans, there was in the 30s much more concern for the Bolshevik threat than the Nazi menace.