I don't think anyone's claiming that Haasa, Najd, or Circassia were actual polities at the time, but EU4 has no way to represent inhabited areas with no centralised power other than being ruled by some other tag. It'd be strange to have Najd under Hejazi or Omani control, so it's Najd. What is strange is that their NIs are largely based on Wahhabism, which was obviously not invented yet.
As for Finland, it did exist during the time period as the Grand Duchy of Finland, albeit not in 1444. However, it doesn't exist in 1444 anyway.
I'd like you to enlighten me when it comes to Timbuktu, Kham, and Uzbek, though.
IIRC the devs in the dev diaries specifically mentioned that Kham was an abstracted stand-in for a variety of smaller independent polities in the area, much like Baluchistan.