Suppose someone was trying to invade Finland and NATO just wasn't able to send immediate help.
We've never wanted to count on NATO being willing to send help - even if we were a member country. During the cold war the U.S. put a lot of pressure (behind the scenes) on Finland to join because the distance for nukes to Moscow launched from here would be pretty short and because the Finnish army did gather intelligence on Soviet troops across the border (an operation called "Stella Polaris", which is still quite hush hush). However, the reasoning here was that in case of a full-scale nuclear war a country with five million people wouldn't matter much regardless of it being a NATO member and thus the only thing we'd get from NATO membership is a place on the Soviet target list so a strategy of neutrality and making occupying hard enough not to be worth the cost was chosen. Therefore the Finnish army practices guerilla warfare tactics and the Soviet union was made well aware of Finland not being very hard to invade (because no matter what we did we wouldn't be able to stop it) but an occupation would be costly.