The main problem with OTAs is if you or circumstances require a change to your booking. It probably seems improbable now, but things happen. At that price you're not paying for a lot of customer service. The other thing to watch - probably not on this sector - is odd fare buckets or the use of consolidation tickets, which may not get TPs. For example the LCY service, which used to award 210 TPs, had some Finnair buckets that gave only 140 TPs.

Before pressing the button, in your shoes I would call Finnair (I presume you've tried their website but it is a bit limited with complex tickets) and see if they can do it for the same price. After that I would try a real life travel agent that you may have developed a working relationship with. And if all else fails, I would go to Expedia, making sure you have mitigated any risk issues.