yes. Frequent flyer programs even across one alliance vary wildly in perks and benefits. In the oneworld forum, there's a
whole thread dealing with the finer points of comparing FFPs that's over forty pages long already. Star Alliance has a
discussion twice the size as well.
For infrequent fliers such as you,the BA program is good as it (together with Iberia) has the most generous expiration policy among oneworld airlines (any activity within three years will keep all points alive).
Two tips that will make your BAEC experience better: Sign up for a
household account (if you haven't done so already). This way, you can pool all avios earned by any member of the family into one account.
And check if they offer an affiliated credit card in Finland which will not only earn you a sizeable sign-up bonus and Avios on every euro you charge to it, but also (if continuously used for purchases) keep your Avios balance from ever expiring even when not flying BA or partners.
Edit: They appear to not have a co-branded card in Finland, but you can get a
MR-earning Amex card. Amex MR points can easily be transferred to BA Avios. More information in
this thread.
There is a catch with BA, though: When redeeming your Avios for BA flights, BA usually levies large 'fuel' surcharges on award tickets plus an assortment of taxes which can run rather high.
Make sure you select the "reward flight saver" option when redeeming your Avios for that VCE flight. This will cost you 'only' 42 Euros pp on top of your Avios.