The project is theoretically a good idea but it's not really practical, and nobody is honestly suggesting it for real -- surely plans are cheap, and planning is even cheaper. But there are fewer than handful of railway lines crossing over the eastern border to Russia. Those can be blown up for good, for long enough distance that it's not feasible for Russia to rebuild track and reconnect to the main network should they, at some point, want to fall in love with Finnish rail. Other than that, the only other rail connection is to Sweden up north where there's already some arrangements to accommodate two gauges. At this point we run out of new reasons to change the gauge, Finland is effectively an island when it comes to European railway network. Surely it would be nice to standardise with the rest of the Europe but it's not much more than that.
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