I guess you can’t have the best of both worlds

Of course you can, you just have to not maintain an exclusive society, because an exclusive society depends on excluding others, and when the "others" can't be excluded anymore, that's when the full blown racism kicks in. Knowing that people see racism as some inevitability rather than a deliberate system of oppression created and imposed by individuals who benefit from its existence (if to varying degrees) is pretty fucking terrifying.

The idea that there was no crime before immigration, or that the Finns (or Nordic people in general, who all maintain a similar society and are facing similar issues with racism now that they can't maintain their white supremacist exclusivity anymore) are innocent little lambs who have never committed a crime before the brown people arrived is not only absurd, it's pretty racist and disgusting in its own right.

They love to laud themselves as the best most developed most progressive countries, but the reality is they're just a couple of decades, if not a century behind the rest of Europe when it comes to integration (this does not equal equity or equality, just integration), and are following exactly the same route as the other countries have - capitalist government and the media that supports it need a scapegoat (who they've rigged the system against so they'd have to struggle by default, living in poverty, feeling excluded, attacked for their race) to shift blame and attention to, while they continue to exploit the people of their country (the fact that there are Nordic billionaires easily contradicts any claim to socialism they might raise, and you don't need to look far to thoroughly debunk it altogether).

The fact that you're an immigrant and are seriously considering there's some truth in this racism is pretty fucking sad and scary, but mostly goes to show just how powerful the propaganda is (and how similar it is in all countries, which is probably why it hits a nerve with you even though you don't live there).