No, you can not do this - at least, not on a single booking.
A single booking (PNR) can have multiple passengers on it, but only if the flight details are exactly the same, meaning that you would need to be on the same route for all flights, which obviously you can't do when one flight is a one-way and the other is a return.
This shouldn't stop you from booking the flights as a one-way though, and indeed I can find flights that seem to match your description by searching via Google Flights and then selecting to purchase via Finair.
In a more generic sense it certainly is possible that you can find flights that can be booked as a part of a round-trip that can not be booked as a one-way - especially when booking international flights. This can be due to any number of reasons including government regulations, commercial agreements between airlines, or just simple that the airline hasn't created a 'fare' for the route as a one-way trip. However based on the search above, that's not the case here.