You say that very confidently, but you are very wrong. If you download music from a source that does not have a license to distribute that music, then they are violating the copyright and you are now in possession of stolen property. Finland uses different terminology for Fair Use, but the citations amount to the same as US policy and only apply if you obtained the work by legal means.
Huh, looks like you are partially correct. Apparently the law was changed in 2015. Before 2015 it was legal to download copies of music from the internet.
You are wrong regarding the copy of music being considered "stolen property" and your citation "Chapter 28: Theft" does not support your position. It lists many different types of theft NONE of the types of "theft" included there are in any way related to piracy or music.
You are right regarding that obtaining a copy of a song is apparently illegal.