I'm from Finland, and I loved the episode. They went a bit back to the style of the very first episodes. If you've seen the Iceland episode (which I think is one of their best) you know what to expect from the show. So some of us finns still have a sense of humour, don't worry.
But why come in the winter, it's miserable here at that time of the year, and Helsinki is an isolated mecca for self loathing narcists? :D
Finns are also very keen on exaggerating, so listen to Yaffas comments with that in mind. ;)