So, I finally decided to move to Vienna a few months back. Just want to share some pros and cons:
Pros:
Higher salary (much higher in my case, nearly doubled take home)
Cost of living in Vienna is cheap compared to Helsinki
Weather is much better
Public Transport is better and cheaper but stations are dirty
Better Night life
Safe even though its much more cultural
German Language is much easier to learn than Finnish.
Nearly doubled child benefit allowance than Helsinki
Cons:
If you do not know German, moving in would be hassle with all the bureaucracy. I was supported by company so had the translator with me all the time. Otherwise I don't know what I would have done.
Helsinki people are way too nice. Nobody can come close to that. Here, people are normal. Can understand now why Finland is called happiest country.
Customer service is OK. Not great or on par with Helsinki.
If your kid is smart, Vienna schools are better. If he/she is below average, limited support would be given here. Helsinki School treats everybody equally.
Helsinki is more beautiful.
Almost everybody smokes here. Even around with their 1 year old kids.
Helsinki is much more clean city. However during winters with muddy snow Helsinki does not look that good either.
No unemployment benefit to spouses like what Helsinki provides.
Higher Residence years needed to get PR or citizenship than Finland.
Conclusion: Salary needs to be really good (like more than 50% jump in take home) in comparison to Helsinki and if you cannot bear Helsinki winters, then move from helsinki (nordic major city) to vienna (central Europe) would be advised otherwise not.