After and during Winter War Finland tried to make contact with the Nordic countries, but as Stalin/USSR considered this more or less an act of war this was put aside. Finland had been in good relations with Germany for long ( since WW1 ), but as the Finns did not react towards nazism the way Hitler wanted we were not so "hot in Hitler´s list ". And especially after Aug 1939 deal in which Finland was given to Stalin as to do what he pleases with it, the contact with Germany was broken totally. Only as Hitler had decided to go for Barbarossa, Hitler started very close negotiations with Finland, and also in Dec 1940 forbid the uSSR from attacking Finland which Molotov was asking to do.

Our president was towards the west just like Mannerheim, and there was a great deal of messages sent between Churchill and Mannerheim ( very friendly often ) until 6th Dec 1941 when Churchill saw no other option than to declare war on Finland. So an option lost by the west in Finland but I consider that it was necessary to sacrifice Finland in order to get the USSR help against nazi Germany. If that was not the reason, then I´d call that very foolish policy but little countries often mean nothing in the "big games".

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