@Styrbiorn and beowulf: But which language was spoken by the majority in these provinces? Swedish or Finnish?
Finnish of course.
However, those towns were founded by the Swedes, and given Swedish names (for example Helsinki is a Finnish pronounciation of the original Helsingfors). The country was considered a natural part of the country. Sweden was divided into the Western (nowadays Sweden) and Eastern (nowadays Finland) "rikshalvor" ("halfrealms"), while the other provinces like Estonia and Pommerania were considered foreign conquered provinces. Well anyway, I guess it's because it's more natural for me to say Viborg, Åbo and Helsingfors.