First, I did not know this about Finland! Wow, unfair.
The reason is pretty simple: since Finland wasn't on the route to Berlin, Stalin never got around to conquering us in full on his way there. Yet we were clearly in his sphere of influence, not the west's, so we couldn't get Marshall aid or comparable western pardons, yet OTOH weren't actually a fixture of the east block so Stalin had no incentive to pardon us, either. So, not
being in the forefront of the Cold War had its downsides, too!
The Cardassian Union may feature similar stories. Before the war, it appeared to have quite a few allies or satellites in the "neutral" space around Bajor. During the war several parties joined fates with the Dominion; even if none of Cardassia's allies (Xepolites, Kressari, perhaps Klaestron) was explicitly mentioned, they could have been part of Dukat's wartime empire - and might have paid for it later on, but with less than their independence.