If I understand correctly, far right True Finns party is part of Finnish government coalition. I would assume that cheap anti-immigrant populist measures like those are designed to win votes or maintain support about certain segments of Finnish population.
It's not very different from what is going on in many other European countries, in one degree or another. Rough economic times always create resentment that is going to be exploited by various political forces that would be marginalised in good or normal times.