Meh
I moved to Helsinki a year ago and this is standard practice. The Finnish banks have been handling identity for government websites for years. And it's nothing about personal data. It's just your internet banking login used as a secure delegated access (think OAuth2) rather than creating yet another insecure username/password combo. In fact, it's pretty much the same as clicking the Login with Facebook/Google/Twitter button on any other website, except your bank probably has multifactor authentication (token generator, codebook, etc.).
Biting the hand that feeds IT
