Putin might rationally calculate that if he tried to conquer Finland (which used to be part of the Czarist Empire) there is only a 10% chance that the U.S. would put up serious resistance, and this was a gamble he would be willing to take.
Finland is an EU country. Even if the US doesn't care about defending EU territory the EU does.
Military power of EU was not enough to stop or seriously inconvenience Milosevic.
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