Many of them prefer their perceived freedom living on the street vs. being placed into a living situation they didn't chose. In the handful of cases I am familiar with, including my brother in law, it's owed to untreated/neglected/self-medicated mental illness that manifests itself as a deep paranoia and distrust of authority types.
I agree with you, and I love what the Finnish are doing on multiple fronts, but I don't think you're going to learn too much by comparing Finland to the United States.