I have lived in Finland for the past four years, having emigrated from the US like the other poster here, and the WHR is a common punching bag topic amongst locals here.
The odd thing however is that when I ask them whether they think the average Finn is happy, they say absolutely not, but when I ask them whether they themselves are happy, most of the time I get a "oh this place is actually pretty great for weirdos like me, I just mean like, normal people would hate it here". But that's the thing: No one normal chooses to live in Finland!
I'm brazillian, moved to Finland 2 years ago to work here, and can confirm the sentiment.
If you ask a Finn, most people are actually quite harsh to the Finnish government, economy, etc - specially as of recent, since Finland now has one of the worst unemployment rate in EU. But lifestyle here is quite sober, everyone has hobbies and are quite dedicated to them. I guess the Sauna and Avanto culture are the main happiness drivers here, and tbh after experiencing it, I wouldn't change for anything else.
This is a fairly common discrepancy between how people perceive the mean/median of a property is compared to the mean/median of how they themselves are.
You see it in things like business confidence going in both directions at various times, pessimism when things are going well, optimism when things are going poorly.
It is very convenient in politics, because you can choose which figure to report to make it seem like you are saying the same thing but you can switch between them to make things look good (or bad l, depending on your attention)
Friend of mine moved from Australia to Finland, and loved it there. I can't imagine dealing with all that cold after Aussie's wonderful heat, but he loved it.
Happiness is found in different places for different people, thankfully.
Even when it is extremely cold like -50 Celsius, one can still walk outside for hours with sufficiently warm clothes. But try the same when it is +50. And then spending weeks in air-conditioned apartments was strictly worse for me than in a heated home during the winter. Plus there is no insects when it is cold. So my preference is for colder climate.
The thing is, in cold places, it is possible for the temperature to remain consistently cold for several days on end, day and night. In hot places, even if day time temperatures approach 50 degrees, at night the temperature will almost certainly be below 35 degrees. So you can always go out at night and be fairly comfortable temperature wise.
I've lived in both, and my face hurts in the cold. There's nothing quite like that amazing feeling of walking through warm air, feels like the atmosphere is hugging me :) I prefer the warm :)
Played hockey with several Finns. They always seemed grumpy about something. The Norwegians and Swedes I played soccer with always had a more cheerful disposition. They always made fun of the Northern Finns, saying, "You'd be grumpy AF too if you had to deal with Winter for 7 months every year!"
I'm Norwegian, and the Norwegian stereotype of Finnish people used to be that they are dour and introvert. And we're by and large culturally a lot less outwardly cheerful to people we don't know than the Danes.
Sometimes Norwegian TV would show Finnish dramas while I was growing up in the '80s, and the standing joke was that the typical Finnish drama had two guys hiking through the forest, one of them saying something, and then half an hour more of hiking before the other would reply. I don't remember whether that was accurate (it's not as if I'd have kept watching), but I suspect not.
Unrelated, but this reminds me of Americans' opinions of their congresscritters: Congresscritters as a whole are a terrible, corrupt bunch, but your own congresscritter is amazing!
A similar thing was recently reported for Germany as well. When asked how they believe the average German is doing, most people answered something along "worse than me".
The odd thing however is that when I ask them whether they think the average Finn is happy, they say absolutely not, but when I ask them whether they themselves are happy, most of the time I get a "oh this place is actually pretty great for weirdos like me, I just mean like, normal people would hate it here". But that's the thing: No one normal chooses to live in Finland!