I want to push back on your framing that Finns didn't "sustain major casulaties".
In 1940, the population of Finland was just under 3.7 million people. Finland mobilized approximately 300,000 men at the beginning of the Winter War in December 1939, and that force expanded to ~340,000 at peak strength (so, roughly 9% of total population, roughly 18% of all men in Finland). In the 3 and a half months of the Winter War, the Finnish military suffered approximately 70,000 casualties, which works out to about 20% of armed forces strength. That represents about 2% of the total population of the country killed, missing, wounded or captured over a 3 month period. On top of that is approximately 900 civilians killed and 2,000 wounded from aerial bombing.
And then we have to consider the Continuation War from June 1941-September 1944. Similar total population numbers for Finland, 700,000 men (and women!) mobilized in the armed forces (so, ~35% of Finnish male population mobilized). Over three years, roughly 65,000 Finnish soldiers were killed and another ~160,000 wounded and captured. 225,000 casualties out of a population in 1944 of 3.73 million is huge. That's roughly 1.8% of total population killed, 4% wounded. Remember, those are military casualties, so those largely represent the subset of the population that was men and boys age 15-70 (of course, women as nurses, drivers, and other auxiliary roles are reflected in those casualties too). And again, there were roughly 3,500 Finnish civilian casualties in the Continuation War.
Yes, Finnish soldiers caused many more casualties to the Soviets. In the Winter War maybe 5 times as many as Finland took. But the Soviet Union had roughly 20 45 times the population of Finland in 1939-1940. (edit, Soviet Union population in 1939 before occupation of Baltics and Poland was ~170 million. I did a math error, 165 million is around 45 x the population of Finland, not 20 x)
So, although Finland only suffered about 90,000 military and civilians killed in the Winter War and Continuation War, that represents ~2.5% of the total population. That's roughly 2.5 times the death rate for UK. It's about 9 times the proportion of American deaths to total population.
On the other hand, Finnish military deaths are much smaller and not really comparable to the really massive numbers of soldiers and civilians killed in the Soviet Union, Germany, Japan and China, and in occupied Eastern Europe and colonies like Philippines, Dutch East Indies.
Anyway, TL;DR- Finnish military casualties were significant enough that they weren't sustainable in 1940, nor in 1944. In every city and village in Finland, people would know many people who served, several who were wounded, and a couple who were killed in the two wars.