Make sure you changed General, Blog, Post and User locales

Yes, they are all set to Finnish.

And everything else on the page (all links, texts etc. are in Finnish) except for the comment form text.

See here:
http://imageshack.us/photo/my-images/525/b2evocomment.jpg/

For example the sentence Kommenttisyöte tälle kirjoitukselle is in Finnish but the comment form below is in English.

Try to disable AJAX forms on Blog settings > Advanced tab.

That fixed it.

Any other way to fix it and still use Ajax forms?

It's a bug then. Let me check for solution.

Maybe we need to pass the desired locale in the AJAX request that loads the form.

Maybe we need to pass the desired locale in the AJAX request that loads the form.

Why can't we detect it from post, blog, user etc. ?

This problem seems to be still with 4.1.2 and there is a new bug related to this.

I upgraded my blog to 4.1.2 and after the upgrade I cannot uncheck the Ajax form in the dashboard. After unchecking the checkbox and saving changes, I get the message that the settings are saved but the checkbox remains checked.

The problem seems to be only with the Ajax checkbox. All the other checkboxes on the page work.

I had to disable the Ajax form from the database to get this to work.

Also I noticed that the reCAPTCHA plugin only works with the normal comment form and not with the Ajax form.

EDIT: Just noticed that there is a 2.0 version of the plugin.

v2.0 will not display captcha in AJAX forms. It's not possible by design, and it's a huge overhead anyway.

Will be fixed in v4.1.3