1.) Finland was already a target, as it was not independent from Russia until after World War I. From a Russian perspective - Finland, Estonia, Latvia, Lithuania, Ukraine, and Poland are the ones that got away - if Russia can't have them, they will cease to exist.
2.) Sweden is Russia's historic enemy from whom they conquered Finland, Estonia, Latvia, and St Petersburg / Petrograd / Lenningrad in the 1700's and early 1800's. Sweden is unfinished business for Russia.