>Most finns, especially the young generations, feel most affinity towards west in every sense.
It's true that most finns feel affinity towards the west, but same can't be said about the USA. Especially the younger generation sees both Russia and US with somewhat strong dislike.
People consume what's available, and what's available is US media.
Nobody in the west can catch up to the US in media production because the US is the biggest producer of English language media. English language media has the largest market in the west because English is spoken by nearly everyone as a second language, and US media reinforces this English language status, since people pick up the language due to its availability.
tldr: despite watching Friends on Netflix, many people still think the US is a rotten dirty capitalist hellhole.
I can't comment about the specific situation in Finland but generally this does not seem to be true. Due to a EU directive, streaming Providers like Netflix have to offer at least 30% of local content but these are not watched proportionally. The most popular content remains English/international. For example, according to a 2020 Netflix survey 25% of most viewed titles in Spain were local, with the UK (10%), Germany (8%), France (8%) and Italy (8%) following.
As for music, Finland is known for their unusual and thriving Tango, Polka, and Heavy Metal scenes but most consumed music is nevertheless produced in the US and the UK. This doesn't have much to do with what is offered, it's just more popular. Generally speaking, popular culture is global in all Western countries, with English as the lingua franca.
It's possible to respect and share the principles the US is built on and disagree with details and ugly tendencies of the implementation. The West is not just the US.
As for Russia and its empire-serving culture, there's nothing to like and share at all.
It's true that most finns feel affinity towards the west, but same can't be said about the USA. Especially the younger generation sees both Russia and US with somewhat strong dislike.