No it’s not. Finnish isn’t part of the same language group as the Scandinavian languages. Finland is not located at the Scandinavian mountains like geographical Scandinavia is. Finnish culture, mythology for example, is not part of the Norse mythology. If you want to include Finland and not piss off the Finns, call it the Nordic Countries. Imagine someone calling a Scottish person English and you get why we Finns don’t like being called Scandinavians.
Finland is NOT in Scandinavia. That’s like saying Scotland’s in England.
Finland is NOT part of Scandinavia geographically, culturally (Nordic mythology is completely separate from Finnish mythology, for example) or linguistically.