No they are not. Finnish company is subject to Finnish laws and Finnish laws only. If they produce something in Finland, then only valid Finnish patents are their concern. US Patents are not valid for Rovio in Finland.
Now. If and when their _product_ is sold in US and infringes some US patents then patent owner can block selling that product and this is the only thing they can do. No damages no nothing. In Rovio's case the only thing Llodsys can achieve is to prevent Apple for selling Angry Birds in US. Nothing more.
If you sell products in the US, the courts will enjoy sales or award damages here if you violate patents/copyrights. Apple would be forced, for instance, to pay the judgement then rovio the extra, etc.