For the same reason that you lock your doors when you go to work even though a well motivated thief can find a host of ways of breaking into your home if they really want to. It is a deterrent.
Also in the event that Russia does attack Finland - and we know that the Soviets had no qualms about doing that in the Winter War (1939) - a large and efficient military could inflict a severe casualty count on the Russians greatly reducing the political utility of such an attack for Moscow.
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