Swedes speak considerably better English than Finns.
Swedes definitely have a natural advantage over Finns when it comes to speaking English (as do other Nordics, Norwegians and Danes), but most Finns can understand and write English pretty good. Speaking without an accent or without stumbling over your words is the difficult part because Finnish and English are very different type of languages, English (and Swedish) being a Germanic language, Finnish being a "Finno-Ugric" language. Of course, with experience, the accent and the stumbling usually goes away (as you can see with Finns who have stayed longer in the American continent), and you start thinking about things more in English than by trying to translate Finnish into English, resulting in a more natural flow of speech.
Russians might struggle a bit more than Finns because they not only have an entirely different language, they also have a different alphabet (which is not entirely dissimilar from what is used in the West, but still). Not to mention that Russia is a pretty huge country and you will generally survive in East Europe/Russia as long as you speak Russian, just like an American will survive speaking English as long as he stays in the West. For a Russian to learn English, they have to break out of their comfort zone a little bit.
Finnish and Swedish is only spoken by a small group of people in the world, so it is generally understood that it is best to know other languages as well. If hundreds of millions of people spoke Finnish, I'm not sure if I would feel the need to learn anything more.