There are places and proper border crossings to apply for EU asylum, visa that Russia isn’t using as part of their hybrid operation. They can go there. Those places are also much closer to their place of origin, so won’t have to travel so far either. Finland was just seen as an easy ticket to EU and Russia encouraged this.
Too bad for those who have already paid to be brought to our border or were brought in by Russia, but it’s Russia who is to blame for the situation. They caused it.