Almost, there was still a few places using them. The introduction of PSD2 and Strong Customer Authentication in September 2019 means that banks aren’t allowed to accept magstripe transactions anywhere in the EEA.

My last magstripe transaction in Finland was in 2010 at a local supermarket that upgraded late.

I've never paid with a magstripe in Finland. I only remember having some kind of a loyalty program card that required a swipe.