Military is not commanded via the EU commission but by individual member states. There nothing to veto. Finish citizens have free movement via the EU. That means average people know more Finish people than Ukranians and actually care about defending Finland.
Ukraine is for political purposes like a third world country. People far away that nobody deeply cares about.
It's worth looking at innerpolitical issures. I don't think German or France politicians would get away in their own countries with not defending Finland. On the other hand Germans who already don't want to pay for the Greece bailout, don't want to bailout the Ukraine and have substantial resources spent over there.
From Putins perspective the Ukraine conflict made him popular at home, I don't think starting an additional conflict in Finland would help Putin inside of Russian politics.
Russia invades Finland. Germany announces it's going to send lots of troops to Finland to fight against the Russians. Putin announces that if Germany does this he will drop an atomic bomb on Berlin. Germany then backs down.
Since Germany doesn't have atomic weapons, it can't credibly threaten Russia absent Russia invading Germany.
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