The second part of your statement simply isn't true.I'm pretty indifferent about this, but what is the benefit of letting Russians pass through Finland and have a holiday in Italy/France? Pretty much none of the people crossing the border at the moment are people looking to move out of Russia.
As for those Russians who go on holidays? Generally I couldn't care less about those but stopping them from doing so also doesn't influence the war or Europe's security in any way (if it does and I just don't see it, I'm open to listen to contrary opinions).