Sure, but covid spreads during social events, it's schools, bars, concerts, churches, and you find more of that in urban aggregations than in the flat countryside.

I do not where you got these numbers from.

Wikipedia:

Helsinki: 3,070.08/km2 (7,951.5/sq mi)

I just picked the first google result, which happens to be metric, so I mixed that up.

It looks like the first Google result is for the Capital Region (1.1 million people, 1418 per squqare km, 3670 per sq mile). The stat in the comment you're replying to is for Helsinki proper which only has 600,000 or so residents, and Greater Helsinki is less dense than any of these.

No matter how you slice the figures, Stockholm seems to be a bigger denser city than Helsinki or Oslo.