It doesn't necessarily bother me. I know that there are some biases in the Nobels (iirc, Literature has a bias towards Scandinavian authors), and there are plenty of other explanations. Perhaps Finland simply has an atrocious higher education system, which may not reflect in PISA scores. Perhaps Finland and Sweden are similar and some of Finland's better scores come from it being smaller and more susceptible to variation (kind of like the smaller school effect). Perhaps their techniques improve the average but squash extreme variation - like potential Nobelists. Without knowing more, I take the PISA at face value.

Now, what would bother me a lot is if a country had very low PISA scores but very many per capita Nobels. (The other way around only bothers me a little.)