Yes! Oh, yes! Just because the Finns are of a different faith than the Slavs, doesn't mean that they won't do everything in their power to help in the defense of their homeland (that's essentially how I see the defensive bonus).
Exactly. I learned it the hard way in my current game (the first serious game as a pagan, and in 867, better late than never!). I started as one of the Mordvin counts around Vladimir and ended up as a vassal of Slavic Rus. I was perfectly happy until I noticed that the Cumans (both unreformed and later reformed Tengri) had absolutely no hard time marching their doomstacks in my Suomenusko counties against my Slavic liege. I was forced to load an earlier save to immediately seek for independence, just to save myself. Not fun.