I understand the OP’s frustration - and I actually share it. What the OP experienced is symptomatic of the dumbing down of the industry. When one makes a booking with a LCC, then to my mind you kind of know you’re on your own when things go wrong.
Here, the OP is a top tier oneworld frequent flier, booking on two legacy carriers, both members of OW. One OW carrier was delayed, causing the OP to miss their other OW flight. In those circumstances, I don’t think it’s unreasonable to think booking OW would help. OP may have read, or have been thinking of, the beginning of the below thread for the position a few years ago
Oneworld connection protection on separate tickets
[edited to add: having skimmed through the thread, it isn’t clear to me that this is no longer OW policy]
Unfortunately, these days, legacy carriers have adapted their business practices to streamline processes, remove complexity, all to cut costs and make them more competitive with LCCs. In simple terms, this has meant a dumbing down of customer service. Same as densification, redundancies, no more complimentary food / drink, and so on.
We’ve all played our part in it by booking flights based primarily on price. It has become self-fulfilling, since in economy now there isn’t a huge amount to distinguish a legacy carrier from a LCC.
So, I think the OP is entitled to feel let down by the process. Yes, they got what they were ‘entitled’ to, and to some, it seems that as long as one gets their legal rights then they are perfectly happy. However, there are also warm & fuzzy concepts of ‘loyalty’ and the belief that by booking a legacy carrier this is going to provide more backup / support / service / care when things go wrong. The OP had that dashed last night and I can see where they are coming from. My instinctive emotional response is ‘what is the point of an airline alliance if they don’t provide a seamless service’? The rational answer is there were two contracts, OP booked to London & then missed their separate ticket to Helsinki, tough luck. But when one OW member causes that to happen, it would be lovely if the OP could have been looked after better, especially as a OW FF. Sadly, it’s 2019 and the answer is tough luck, we need to show Willie the money and Ryanair / easyjet wouldn’t do it so with prices as they are today if this were policy we’d be seeing OW airlines going bust.