Earlier quoted context omitted.
It's not like this results in a categorical difference in difficulty. Gauge switching infrastructure is common at borders. Yeah stopping and switching is slower than driving right through but it's not the end of the world in the long tail of military logistics.
And if you're Russia wanting to invade Europe, it's better to do the Gauge switching right near your own border rather than on the far side of Finland. So while this may make it harder to invade Finland, it makes it easier to invade Europe as a whole.
Of course, if it does go that far, tanks and trains can move rolling stock, rip up the tracks, blow up bridges and other infrastructure behind them if they're forced to retreat.