Depends a bit - you should notice that polytechnics (universities of applied sciences) and 'traditional' universities are not strictly speaking directly comparable. The former provides what might be called "vocational higher education" and the latter "academic higher education". It's perhaps a crude definition and in reality not exactly so black-and-white, but think of practical / theoretical. This is how the Min of Ed describes the two:
The Finnish higher education system consists of two complementary sectors: polytechnics and universities. The mission of universities is to conduct scientific research and provide instruction and postgraduate education based on it. Polytechnics train professionals in response to labour market needs and conduct R&D which supports instruction and promotes regional development in particular.
Incidentally, you may notice that the Ministry avoids the use of "universities of applied science" but that's quite another can of worms!
If you'd want to continue to do a Master's in Finland after a polytechnic degree, you may need to do some bridging studies (how much exactly, depends on the university - you might e.g. wish to check what the HSE says about applying to their Master's programmes with a polytechnic business degree). Polytechnics also offer their own Master's degrees, however you need a Bachelor's plus three years of relevant work experience to apply to them, they're sort of "continuing education" degrees for people already in the working life.
Sure enough, HSE probably has a "better" reputation and so on, but that's not to say the polytechnic alternative would be
bad for you. Depends on what your goals are.
I have no personal experience of either, just a few general-level thoughts...
