Who is each country's national is determined solely by that country's laws. A country cannot "allow" or "not allow" dual nationality, because dual nationality is not an act -- it is a condition that arises when multiple countries say a person has their nationality. Each country only controls its own nationality, not any other country's. A country can set its nationality's rules so that it's hard for dual nationality to occur, but no country's rules make it completely impossible for dual nationality to occur.
Whether you have Pakistani nationality is determined by Pakistani law. Finland has nothing to do with it. Some countries require that you renounce your existing nationalities and provide proof of it from the respective country as a prerequisite of naturalizing in their country. It doesn't appear Finland has such a requirement. But even if Finland had such a requirement, they may not enforce it, or may not know about a particular nationality of yours; ultimately, it's only what you actually did with respect to Pakistani law that matters for Pakistani nationality.
Since you did not renounce Pakistani nationality, the other thing to look at is if Pakistani law says you automatically lose Pakistani nationality if you voluntarily acquire another. Section 14 of Pakistan Citizenship Act 1951 says that any time someone has dual nationality, they cease to be a Pakistani national, with some exceptions: 1) people under 21, 2) national of the "United Kingdom and Colonies" or of other countries specified by the government, or 3) a woman married to a foreign national. Pakistan has made "dual nationality agreements" with 16 countries, but Finland is not among them.
From the face of it, it seems like you automatically lost Pakistani nationality, by operation of Pakistani law, when you acquired Finnish nationality, unless you are under 21 or are a Pakistani woman married to a non-Pakistani national. If you are not a Pakistani national anymore, you are not supposed to use a Pakistani passport, though you may get away with it.