Finland is not an major country in HoI IV and only the 7 Major countries Germany, UK, France, Italy, Japan, USA and Soviet Union get country specific national focus trees at launch. The devs already said that they want to expand that number post-launch, just like the EUIV team does with the national ideas in EUIV, for example. The national focus trees for the minors will be generic ones, which include generic stuff like industry effort or army innovation for example.
Other than that i dont really think that there would be that much gameplay reason to model those in, atleast into the initial release version. Same goes with the Saudi-Iraqi and Saudi-Kuwaiti neutral zones established in 1922 or the Chinese-Japanese DMZ from 1933 between Manchukuo and China.
The remilitarization of the the rhineland violated the international peace treaty and basicly set off the events leading up to ww2. Not responding to the remilitarization showed the allies weakness in Hitlers eyes and heaviely strenghend his support in germany and caused him to demand more and more stuff until he eventually crossed the red line with danzig.
Even tho the game is basicly about total war, it certainly would be interesting at some point to be able to force demilitarized zones in the border states on the enemy in the peace conferences if you dont puppet or fully annex them to keep the world tension down, but want to have the initiative in case of an retaliation, for example.