There is no, and never was, a PLF for Finland. Poland has online PLF and airlines check for it before allowing you to board.
HI Airport is in a quiet, industrial road walkable to a shopping centre, but the hotel nor the airport is not located in Helsinki (but the city of Vantaa). In Helsinki city there are also other chains than IHG, and if you go independent there are more options (and ways to earn FB miles).
For sauna you could test:
https://www.loylyhelsinki.fi/
https://allasseapool.fi/