There's a bunch of complexity in EU law around certain benefits, housing and unemployment benefits among them.

Those who weren't already resident in Finland, Finland doesn't have any responsibility towards.

unfamiliarity of culture and language probably plays a big role compared to the US, where everything is available in English by default. A large amount of Finns speak English, but then that would require a person moving there to also speak English well, which I wouldn't say is a given.

Also, compared to the moderate Mediterranean climate of, say, SF, Finland has very harsh winters, which would make it very unattractive for sleeping outdoors.

Language and cultural barrier. Moving between EU countries is a much bigger psychological deal than between US states.

Also, Finland’s weather is a negative if you are homeless.

"You cannot secure your means of support with benefits paid by the society."

See more info under "income requirement" under https://migri.fi/en/residence-permit-on-other-grounds

Sure, you can apply for e.g. political asylum, but even then some restriction apply.

Freedom of movement is conditional, you cannot be an undue burden on social assistance system of the host member state, which you are if you are homeless and don't have any job.