Finland had to ally in the Continuation War with German since Soviet Union was a bigger threat and obviously Allied forces / UN were not there to help. Although

Finland had to ally in the Continuation War with German since Soviet Union was a bigger threat and obviously Allied forces / UN were not there to help. Although in the end, German wasn't that much help either. However Finland didn't participate in any anti-Jewish or other Nazi regimen requests and didn't sign the Tripartite Pact which all the other Axis countries did. When there are two sides, you need to choose the least worst but it doesn't mean you're like your allies.