A win against Sweden in any sport has long been for Finns a way to keep down the nagging sensation that they are, in fact, second-rate Swedes. Historically, both Finns and Swedes have been your garden-variety Nordic Lutherans with an almost identical mindset, but Finns have been a bit poorer, a bit scruffier, a bit less fortunate in geopolitics, a bit less successful and connected internationally. There's also the tiny issue that Finland was, for centuries, under Swedish rule, and while thinking about that in terms of oppressor/oppressed is simplistic revisionism, the fact is that Swedish was the language of power and Finnish most definitely wasn't.
There was also the massive economic diaspora of the 60's and 70's that made Sweden a sore spot for many Finns, but if your team/athlete beat Sweden, you could forget for a moment that you were, in fact, welding Saabs in Trollhättan and your Swedish superiors were looking down at you. This obsession was reflected in hockey as well: a stereotypical tournament team of the 70's and 80's only started drinking after they had beaten the Swedes. (Which often led to glorious results like losing to East Germany.)
That dynamic is probably changing quickly nowadays, what with Finns not only doing better in team sports but also becoming more affluent, less traumatized by war and less obsessed with their own miserable history.