It may be related to the term "Pribalty" and Russian-centered view of "Baltic States" as one thing. Even today they are having this strong view, simplications are common (like mixing up their politics and attitude to Russia) and opinion of Russians in those states is marginal compared to the size of whole Russian population.
Thus media has Russia as one of main sources to learn about Lithuania, Latvia, Estonia. Due to those actually being available to English speaking world and active, opinion about them is not defined by Russians. However, the view of that area and states there as "Baltic States" and "Pribaltika" is something going back to Russian Empire, so it is adopted without much thought and criticism - besides, Russians use the term actively.
The fact that Finnic areas are largely split up and assimilated also is a major factor. Estonia and Finland are like Bretons and Irish; closer and luckier but still split between two regions. And Latvia and Lithuania are remnants of a bigger cultural sphere that had old Prussians, Curonians, assimilated Belarusians and Litviny.
So, foreigners see three odd states, and lump them together as Russians do. Even Finland was in the group during interwar era.
However, I never heard of "Baltic sisters" commonly. But apparently Russian media uses it for some reason I can't quite understand.