Edit: I'll give you an easily digestible link in English from the government television channel:
"The UN Human Rights Committee has urged Finland to change the criminal provision, arguing that it restricts freedom of expression."
You can easily find the law in matter, the prime minister on video saying that burning the Quran is outlawed, and many other media links from government channels talking about this. And there are court cases where people have been sentenced in Finland for burning the Quran – not in public as has been the case in Sweden.
Before you write that the law applies to the Bible and Christians as well – it is not the case. Police, prosecutors and judges will not use the law against any other blasphemy than against Islam.
https://www.merriam-webster.com/dictionary/sentenced
might be a difference in meaning among jurisdictions.
EDIT: yeah it's odd that blasphemy against Mary is not illegal, but well, technical not a deity
Edit: Blaspheming against Islam is a criminal offense in many European jurisdictions.
We don't know for sure cause there is no case law, while blaspheming Mary has been argued in court.
Nowhere in Europe is it illegal to sit at home and eat pork. It is illegal to harass other people. I gather that's not illegal in the US (unless the people you harass happen to be powerful) and the general mindset in the US is so far in that direction that a lot of Americans can't even conceptualize what harassment is.
Italy is a traditional religious country and blaspheming gets you <checks notes> a 50€ fine. Also, not a big deal if your blasphemies ara against Mary, that's ok.