I bet this was all a ploy by Caden to make sure Chris doesn't dox her, and to make it more difficult for people to find out who she is. Claiming to be from Finland just reeks of a scheme like that. Even if it's not for others (us) finding out who she is, it's the perfect cover story for Chris, and his obsession with women. He picks her up at an airport, she brings him some Finnish candy or something, maybe says some phrases to him, and he'll believe it without a single question.
With Chris wanting to travel to see Megan, there's a definite risk of Chris trying to reconnect when the grift is over, especially if said woman is completely nice to him, and real. Remember too, Chris had major issues with understanding foreign countries and being able to relate to them as part of the world. Finland might as well be Mars for all he's concerned.
Sounds like most American women, like a normal woman.