Since I'm the one that originally brought it up (actually it was Luke Lapinski, saying that - after scoring on Fasth - now Korpikoski is expanding his range in being able to beat goaltenders who aren't fellow Finns), I did a little research, and this sentence from the Wikipedia entry seems to sum it up:
"Sometimes the term Scandinavia is also taken to include Iceland, the Faroe Islands, and Finland, on account of their historical association with the Scandinavian countries. Such usage, however, may be considered inaccurate in the area itself, where the term Nordic countries instead refers to this broader group"
(which also explains why Boedker89 objected)
Correct. Off-topic, but I have a number of Norwegian friends who firmly believe Scandinavia consists of Sweden, Norway, and Denmark only. Their languages are similar, Finland is not.