Of course, the traditional classics exist in every language, but people in Gemany for example wouldn't sing a translation of a "pop Christmas song" like White Christmas, or Happy X-Mas, War is Over, heck, not even of Jingle Bells ^^.
I know, both Floor and Anette learned Finnish for the purposes of being part of Nightwish, though a lot of the interaction between Anette and the rest of the band still took place in English, and now with Irish Troy Donnockley as an additional official member, that's probably even more feasible.
I doubt Anette still finds a lot of use for her Finnish skills nowadays ^^, but Kudos to Floor for actually capturing hers on a studio album!
I don't really listen to music where people sing in finnish/swedish, raskasta joulua is actually one of the rare exceptions. 
Well, bands singing in Swedish are rare anyway; most successful Swedish musicians, and there are a lot of them, just sing in English all the time. The only one I know who sing in Swedish all the time are Finntroll (who, guess what, are actually from Finland), and Sabaton did a single album, "Carolus Rex", in Swedish (but there was an English version as well).
By "more common", I only meant that more Fins can speak Swedish than vice versa.
In music, however, the Finnish language actually seems a lot more common among metal bands, some I'm familiar with include
Korpiklaani and Teräsbetoni (their lead singer Jarkko Ahola is also part of the Raskasta Joulua ensemble).
In fact, Raskasta Joulua is basically the Northern Kings (Marco Hietala, Jarkko Ahola, Tony Kakko and the guy from Charon) plus friends ^^. And since Northern Kings are all about metal covers of famous pop songs, a Christmas equivalent suddenly doesn't seem too far fetched anymore

.
Finally, even major bands like Nightwish did some single songs in Finnish. One of them, the instrumental version of "Erämaan viimeinen", was the background music for the first NeoLemmix level I ever made

.