That statement most certainly is not true, Finnair Plus will give you 100% points per KILOMETER flown in L (only exeption being BA in L, that will give you 50% per km) - like Viajero pointed out, it's not just the miles/points that matter, it's the question what you can do with them.

With AY points you can have all OW awards but you can only gain OW status if you fly atleast 4 flights on their metal. I think status might not matter to you too much? Anyway, with 40k+ L miles, you are not gaining much in regard to status.

If AY sounds like an option for you, check finnair.com for details how much you'd earn and what are the awards/leves. I am also more than happy to give you more information and you can check the "Other European" forum but as search is down, it might not be that easy.

Cheers