In 1918, they hardly did understand what they were preferring. By 1939, they did (after land reforms and many other policies that improved the lives of the losing side of civil war).

In 1939 Finland was Anglophilic rather than Nazi-aligned, but it's not a good setup when friends are far away and weak, and enemies are close and strong.

Well that's just simply not true. Firstly, there weren't "tens of thousands" of casualties; secondly, not all the "reds" fought for a Soviet Finland, and certainly not to be a part of Russia; and thirdly, as far as the conflict had anything to do with Germany, it was the Imperial Germany of the old. Resisting Nazis was certainly not in anyone's mind, that's for sure.

In retrospect, surely that seems foolish. The Soviet union was effectively renting the country to the Finnish people. The Nazi political dream failed rapidly, and the Finns were granted an otherwise-unlikely generation of prosperity without the failing Soviets' noose around their necks.

There was no practical way for them to align themselves with anyone but the Nazis or the Soviets, so whether you like what the political class became in that context or not, it's not as though the people had a choice between liberal democracy and state socialism, and picked the latter.

That people with uncertain, unpleasant lives were taken in by Soviet propaganda is no surprise. Some people still believe the things they learned from Soviet propagandists to this day.

Were they to win, how many of them would later perish in events similar to these?

https://en.wikipedia.org/wiki/Kronstadt_rebellion

https://en.wikipedia.org/wiki/Tambov_Rebellion