Finland also just recently signed a deal for 64 F35s after several years of research and comparing alternatives. I'm fairly confident that if there was some significant problem, they would have picked something else.
No offense but there's a huge difference between tiny Finland and pretty small Alaska and the giant Canadian North. Finland has a large border shared with Russia but it's nothing compared to the massive mostly undefended coastline along the arctic ocean that Canada shares with Russia. An absolutely potentially huge operating theatre.
It might need a landing parachute on short or icy runways. The other concerns mentioned is that stealth is compromised with drop tanks which are needed for range. There might be other concerns?