If you only Rewind to the late 80s in Sweden and the 90s in Denmark, they were like how it is here..so with time These things will iron out as the policies of the Government and some companies here are in some ways in the right direction.
The labor shortage is not really broken down in terms of the urban areas vs rural areas.
Rural areas tend to not want to have anything than Finnish/Swedish and are perfectly capable of living "with the shortage" and will also have problems with immigrants moving there as the value proposition is not much..
Urban areas like HEV area will not mind having the immigrants to integrate with to address the shortages.
As for people who move without preparations, they are going to suffer no matter where they move to!!and complain that the world is an unfair place..
Interesting thing a few days ago..when I was dealing with my Bank in Finnish and English, there were some misunderstandings. Once I approached the officer and proposed a way to deal with the misunderstanding in Finnish only, then things started looking very bright!!

Its not only that Finns expect to provide service in Finnish but the other way around..