Our servers are all hosted in Finland indeed, but we use Cloudflare for DDoS protection etc. Clients/bots/scripts/etc (like FediDB) don’t see our server IP addresses directly, they see Cloudflare IP addresses. FediDB uses the IP address it sees to assume what country the server is in.

The same is true for a bunch of other Lemmy servers as well - a lot of the ones FediDB shows as “United States” are actually hosted in Europe (or elsewhere).