I mean... most languages have vast complications that natives don't notice because they're used to them, and as an Icelander I can say that I didn't realize Icelandic was so complex until I started trying to explain things about it in English, in which case I had a hard time explaining why certain things were like that when it didn't make any apparent sense.
Another thing is that things that are normally complex in Germanic (and some Latin) languages are absent in Finnish. A good example is gender. In Finnish as we all know, there is no different between "he" and "she" whatsoever. Contrast that with German (and Icelandic) where every single noun can be of three genders, "he", "she" or "it". "A car" in Icelandic for example is male (for no reason, it just is) and a train is female, which means you have two totally different sets of cases to apply. That's certainly much more complicated for a Finn to learn, even if he knows Swedish or some other simple Germanic language.
Another good example is how sensible the case usage is in Finnish in general. In Icelandic we have four cases, two of which almost all natives mix up from time to time because the reason for using case 2 instead of case 3 is virtually never apparent. In Finnish, the cases seem to be used in a much more "computational" (i.e. logical) sense, again simplifying an element of the language that is much harder to comprehend in languages like German and Icelandic (both gender-laden, 4-case Germanic languages) because the context has long since gone while it has for some reason been retained in Finnish. I'm sort of talking out of my ass here, but I'm finding it much easier to understand the cases in Finnish than in German, even though I'm Icelandic. They make sense.
I also think that people tend to get intimidated by cases. Cases in Germanic languages tend to be a bother for natives, even in an outwanked, oversimplified, 3-case Germanic language like English. We thus automatically assume that the level of complication is increased with added cases (can't remember whether they are 12 or 15 or 16 or 3000 or what in Finnish), but maybe we forget that instead they don't have words like "of", "for", "to", "in", "on", "into" and so forth, which all are easy to mix up, even in a simple language like English.
Oops, again I go too far.

...on second thought, I'm not.