It wasn't, although I don't think any of the other nominally-autonomous sections of the Russian Empire had quite the same setup.

The other areas that come to mind are "Congress Poland", later the "Kingdom of Poland", which was most of modern-day Eastern Poland plus a section of central Lithuania. It was theoretically its own kingdom with a constitution and a legislature (the Sejm) that was in personal union with Russia - ie, the Russian tsar happened to also be King of Poland. However, in reality much of this autonomy was formal, and from very early on Russian police and military forces exercised direct control in the kingdom, and autonomy was severely curtailed after rebellions in 1830-1 and 1863, with the kingdom being effectively incorporated directly into the Russian Empire after the second rebellion, and being subject to Russification policies (Finland was likewise subject to Russification, but still maintained its autonomy and autonomous governmental organizations).

The other two notable examples would be the Khanate of Khiva and Emirate of Bukhara, both located in Central Asia, which were nominally independent Russian protectorates from 1873 until their dissolution and incorporation into the USSR in 1924. These two states were mostly located in parts of present-day Turkmenistan, Uzbekistan and Tajikistan. In both cases the states functioned pretty similarly to other European colonial protectorates, such as the Indian Princely States: the states had their own bureaucracy and their own internal policies, but also hosted large Russian military presences, and were subject to colonization by Europeans.

Neither Poland, Khiva or Bukhara therefore had quite the same autonomy that the Grand Duchy of Finland did, in that Finland actually had codified autonomy and autonomous governmental institutions that the Russian government mostly respected. But those would be the closest examples. In Poland's case it started with a mostly similar level of autonomy as Poland, but this was rapidly suppressed, while Khiva and Bukhara had more autonomy in many ways (they had their own monarchs who weren't the Russian tsar, for example), but which were also otherwise very blatantly and unapologetically treated as colonies.