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The Finns were very thorough about interning anybody who did not speak Finnish. Of course, this amounted to a mere handful of people. Finland was practically at war with the Soviet Union ever since the revolution, so there were very few Russians in Finland. The Finns and Soviets also had mutual trade bans so there was little or no economic traffic between the two countries. The outbreak of WW2 would have caused the few Soviets who may have been in Finland to have their visas revoked. Remember that the Soviets considered Finland to be "vicious capitalist reactionaries" who had tried to invade Russia by force and defeat the Bolsheviks. The Soviets had murdered huge numbers of Finns in East Karelia during the Revolution and later during the 1930s so the Finns had zero sympathy for the Russian civilians they captured.
The main occupants of internment camps in Finnland were Soviet citizens from territory captured by Finnland during the Winter War. As I said above, the Finns were VERY thorough about imprisoning every last one of such persons. None were returned until after the Moscow Peace Treaty was concluded (March 1940).