Does anyone know why Finnair has decided to buy two different planes? The range and capacity doesn't differ that much, why not order only one type?

Should they wish to wait for the A350 to be ready, they could have managed until then by buying or leasing additional MD-11s, which, as pointed out here, is very cost effective indeed. The A340 seems like an odd man out in their fleet.

The only reason that comes to my mind is that they dislike flying the two-enigne A350 on transatlantic routes and therefore prefer the 4-engine A340 there. But the A350 is certainly certified to fly transatlantic flights.