An embarrassment like you doesn't have to believe it, Finland believes it, and Russia threatens it.
Finland believes Russia is going to attack them? OK. So some Russian general said, Military cooperation between Russia and NATO is progressing well and is beneficial to both parties. In contrast, cooperation between Finland and NATO threatens Russias security. Finland should not desire NATO membership, rather it should preferably have closer military cooperation with Russia. Some are calling that a threat. If so, it was a highly veiled one.
The general was also correct from a Russian perspective. We’re pushing for NATO right on the borders of Russia. How would we react if Mexico allied with Russia and let them start hold exercises on our borders? Ah, but Russia is evil and the USA is good, so we are entitled to do whatever we wish in the Russian sphere of influence.
Remember, the West backed an anti-Russian revolution in the Ukraine against the legal government. Ah, but Russia isn’t supposed to worry about that, because we’re the good guys. But you see, we aren’t treating other countries like we ourselves want to be treated. No wonder Russia is paranoid about NATO. They have cause to be. Would we tolerate the same behaviors on our borders? No, we would not.