One reason for this may be the hard lesson which the country learned during the economic crisis of the 1990's. The crisis proved that it is much better to face up with realities and act in a timely manner than to try to live in denial of unpleasant facts.
Another reason may be the Finnish culture of consensus-based politics, which includes also the labour unions for instance. An example of how this has worked in Finland is the country's nuclear energy policy. The country has made rather tough commitments in terms of CO2 emissions in the context of the Kyoto protocol. The use of fossil fuels must be strictly limited in the future.