Yes it does although indirectly unless you understand the reason why
That's not actually correct, the "cannot make" should be "do not want to make".We cannot make a citizenship decision for you if you are abroad.
The reason for telling about future travels is so that they won't award you citizenship while you are abroad.
What will happen is that the moment they make you a citizen your residence permit is cancelled. This is because citizenship and residence permits are exclusive and citizens are not allowed to have residence permits.
The problem will be is that if they make you a citizen while you are travelling, you will return to Finland and try to get back in with a cancelled residence permit.
I think if you are outside of schengen when this happens and re-enter schengen in Finland then things will be a lot easier to sort out (finnish border control probably have access to the citizenship database). If this happens in another country (eg you are flying Hong Kong - Munich - Helsinki) then border control in another country will see your passport and cancelled residence permit and this will not be so easy to resolve.
I'm not really sure why this is a big deal if you can get in without a permit (eg USA, UK and especially EU citizens). They make no distinction.
But there also seems the possibility that you are in Finland, you have a trip planned and they award you citizenship today and cancel your residence permit. What do you do then? If you cannot get a finnish passport in time you are in the same position as somebody awarded citizenship who's abroad. So should you tell them well in advance based on the processing time of a finnish passport?