Sadly, Kindle only really provides English content. Finnish books only really get released on Finnish propietary platforms that, like Op's experience, are laden with DRM.

I don't really need to read Finnish literature (although it would be nice to be more well versed in my own culture) but I can't recommend ebook readers to my family and friends because there's no way for them to enjoy any content on them. Which is a shame as they're dope.