When Finland was lost in the Napoleonic Period to Russia, there was a strong push from the Swedish nobility for King Bernadotte to retrieve what was seen as the eastern third of Sweden. Ethnically the Finns were distinct from the Swedes but there was little distinction between the two parts of the Kingdom; there was just one Kingdom. It was contiguous and the Finns had relatively little input for creating a distinction between what is now two separate countries. Moreover, Finland used to and still has an extremely low population. Sweden wasn't too densely populated but there were more Swedes than Finns in the Kingdom.

On top of that, there were other ethnic minorities in the Kingdom as well, notably the Lapps but also Danes in Scania after the 1658 annexation. Scania was probably more distinct than Finland from Sweden for most of the 'Sweden-Finland' period anyway, largely due to competition from Denmark-Norway to reattain it after the Treaty of Roskilde. Russia's Finnish ambition, which largely resulted in creating an independent Finland, only emerged later in the 18th century; before then, Russian focus was on reverting Gustavus Adolphus' conquests in Karelia and what would later become St Petersburg. This was only achieved in the Great Northern War.

Finland, as we know it know, was separated from Sweden as the Grand Duchy of Finland in 1809. The only reason it was not annexed directly into the Russian Empire was because of the temperament of Tsar Alexander I, who historians have had difficulty in pinning down. He was a deal more liberal than his contemporaries (Napoleon excluded) and so established Finland, and later Poland, as a semi-independent nation with the Russian Emperor as its monarch and a relatively progressive constitution. The opportunity for Sweden to reannex it disappeared as Napoleon died and the Congress System was established, Russian rule creating a national identity more present than previously existed. Had Russia not invaded Sweden in 1808, there is a chance that Finland would still be under Swedish control as Lappland still is, although it's just as likely that Finland would secede as Norway did in 1905. Sweden-Norway is a useful term for describing the size and shape of the Kingdom of Sweden after the Kalmar Union, disregarding the lack of Scania and the gains in modern Estonia/Latvia/Karelia/Pomerania in the 17th century. However, it does not accurately portray the views of contemporaries, to whom Finland and Sweden were simply slight geographical and ethnic distinctions in a contiguous political entity.