To my knowledge it is possible to apply for a Russian visa with a Finnish visa agency without having to fullfil the residency requirement in Finland itself. I did it twice myself, the Russian consulate did not want to see any proof me living in Finland (I didn't have a resident permit)
--> OP should explain how he wants to do that. (I would assume it would be enough to send the US passport to Finland for that matter)
Moreover, there is a time limit on how early one may apply for a visa.
--> OP should explain that, as well. That could be a plausible explanation why the visa was not applied for in the US.