Indeed, the air fare may not be hugely different (perhaps €200-300 more going to LIS) but when I looked, the main issue was that the flight timings forced an overnight in OSL and/or HEL. eg to do the outbound in one day the only start time in OSL is 0835 (arr AGP 1540) but that probably means overnighting in Oslo. And the return from LIS at 1635 dumps you at HEL at 2315 with the next flight the next day.

Of course, if you are doing just HEL - XXX - HEL then none of the above applies but I found the extra leg was always cheaper (and more TPs!!)