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The point was more that the Finnish outpost certainly is in the EU, is certainly Lutheran, and is part of a shared Scandinavian/Northern culture.
I'm not suggesting the PIIGS crisis is a literal replay of the Thirty Years' War, and Europe is set to explode because of underlying Christian tensions.
But I do find it interesting that the periphery and the Northerns have distinct religious histories, and I don't think it's a stretch to suggest that contributes to the "they're not like us" rhetoric.
I think Weber's point about the Protestant Ethic and the Spirit of Capitalism was more applicable at the time when the Catholic Church was more like a feudal construct. In the intervening years the "Catholic ethos" has had no difficulty in transforming its loyalties to a corporate ethos... The democratic (state) ethos, on the other hand, has been a little more problematic for old style Catholics...and democratic reforms may be a little more associated with the Protestant Ethos and its emphasis on the responsibility of the individual...
Index of Frank's Diaries
So you get an unfortunate mix of the crippled seriousness of one with the quaintly anti-rational and hierarchic pseudo-academicism of the other - backed up with inquisitorial economic persecution of heretics and infidels, and painted with a bit of rationalist gloss to make it appear more modern than it really is.
Anything with this kind of pedigree can only be reactionary.
The point isn't that there are explicit Catholic or Calvinist policies, but that historical Catholic and Calvinist attitudes are the root and excuse for modern "serious" values.
As for Finland -
The politico-cultural location of Finland is a moving one. It has shifted from being a province in the Swedish Empire to an autonomous unit in 'Eastern' Europe, then to an independent state in 'Northern' Europe or 'Scandinavia'. After joining the European Union, Finland has recently been included in 'Western Europe'.
Since I'm not talking about very recent history, I think it's fair to include with the other blonde Northerns.
There's obviously a language element to the description of Scandinavia, but culturally I don't see Finland as any less homogenous with Sweden as either Denmark or Norway. There is a cultural gap between Russia and the rest of the Nordics in religion, but I've not seen it manifested in any kind of cultural conflict. There are far more socialistic connections to outweigh that difference.
You can't be me, I'm taken
In the UK you'd have to name check the Quakers, but I don't know if there are deeper roots or other influences elsewhere, and I've never seen anyone try to follow Weber with a parallel review.
It may exist in academia, but I suspect this kind of analysis isn't very fashionable among the Critical Theory types.
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