While I have very little knowledge of these routes and has little to add, I'd just like to link to this analysis (CAPA) regarding attracting airlines to HEL airport. That analysis claims the reason for Gulf carriers are not serving Finland is that Finns are seen as "having very strong loyalty to Finnair". If true, Finns prefer connecting service via HEL on AY over direct service on competitor, making it difficult to operate the suggested routes profitably.