The fact that most (all?) destinations from ARN (and to a lesser extent OSL) yield 600 points more than from CPH works wonderfully for those of us who are based in Finland. If you fly SK, you'll need to connect anyway (unless you take the few available KF non-stops), so just make the connection in ARN instead of CPH to gain extra 600 points.
Pretty much all the fare rules ex-HEL allow connecting in either ARN or CPH (and often at both places, although that will bring up the taxes).
Too bad ARN is an inferior airport to CPH.