What?! No, there is no such law. We turn over Finnish criminals to foreign states all the time.
(The reason behind this "no turning over finnish citizens" law is, surprise surprise, those few hundred jews and communists and such that were turned over to Nazi Germany. Bit of an embarrassment to say the least.)
What?! No Jews who were Finnish citizens were turned over to Nazi Germany. For the story on Finnish Jews during WWII:
The embarrasment is about the authorities turning back some refugees and exchanging Soviet prisoners of war, including some Jews who then perished in the camps. That's embarrassing, but hardly as ludicrous as deporting our own Jewish citizens into Nazi Germany would've been!
Where did you come up with this stuff?
Besides, the most embarrassing deportations of Finnish history are the Soviet defectors who were turned back after jumping the border - demanded both by those communists (and the moderate left - can't have people walking around telling the truth about the socialist wonderland).
All power corrupts, but we need electricity.