I've read a fair bit about the Winter War (for an amateur/fan of pop history) and have never heard of this angle before. I could see it as possible, but I've always gotten the impression that to most finns religion is more about tradition than die-hard faith. My grandparents are finnish as well as their family, and they're all christians in that sense, though they very rarely go to church. So I'd color it unlikely that this was a war filled with religious fervour, most Finns were probably more concerned with their autonomy.

Remember that just 20 years earlier they had had a civil war with the losing side being the communist red's, and Russia had been portrayed as the big baddie to the east for centuries in swedish history and literature. Their motto and anthem is called "Maamme" translating to "our land". The reason for the fierceness of the finns struggle thus probably had more to do with nationalism and the "evil russian" narrative.

But remember that that's why they fought so hard. And even if it had en effect on the war, why they did well is an entirely different question.