I think it also depends on other stuff. Spain gets bunch of sun even when there's the deepest winter in Finland but even if they are technically part of the same grid, the challenge is getting the energy there.
Being part of the same grid doesn't matter so much as the amount of interconnection available. Finland has a higher proportion than Spain since France has stalled on building more interconnection capacity as this will likely reduce the amount they can sell their excess nuclear generation to Germany.