Ahh, I see the source of the confusion. Finnish is a Nordic language, but not a Scandinavian language.
If someone wants to appreciate differences in color perception, is it better to learn Scottish Gaelic or read Berlin and Kay's "Basic Color Terms: Their Universality and Evolution" or similar works since 1969? See also http://en.wikipedia.org/wiki/Distinction_of_blue_and_green_i... for the differences in blue and green across many different languages.
This is why I argue that if the goal is to "think and reason differently" then learning a new language should not be high on the list. Instead, learning a new language has a side effect of thinking and reasoning differently, but so do many other topics. I believe there are easier ways achieve that goal than learning a new language.
Your 'key' example is resolved in Swedish with a special term for his/her own X. Compare "Han öppnade dörren med sin nyckel" (He opened the door with his own key) with "Han öppnade dörren med hans nyckel" (He opened the door with some other male's key.)
GEB is also all about recursion. I remember in my own learning how tough it was to understand recursion and induction. I consider that a mode of thought.
There's also the essay in GEB about the difficulties of language translation, such as the street name in Crime and Punishment. He goes into several pages about the different aspects of that translation. I consider that an aspect of the same mode of thought you are talking about. Further, in "Metamagical Themas" he covers aspects of gender neutrality in Chinese. Reading his essays seems much easier than learning Finnish.
I'm not arguing against your conclusion, which is that "Learning _and internalising_ a construct in a non-native language gives you a new way to think about things and expands your mental toolkit" but against the implication that learning a new way to think is one of the reasons to learn a new language. I think that's poor advice given other methods to learn new ways of thinking.
Further, languages are not equal. The Swedish mode of thought is very similar to English, so you might end up after a couple of years of study with only a few small insights that could have been more easily learned by reading a linguistics textbook.