Finnish and Japanese are agglutinative, not polysynthetic.
I’d say both languages are equally challenging for a native English speaker. With Japanese you have the three alphabets, subject-object-verb grammar, and all the honorifics one must use depending on the situation they’re in.
With Finnish, the grammar is incredibly complex and has a lot of noun cases to memorize. I’d also say word pronunciations are much more difficult than Japanese.
To weigh in with my own experience: I taught myself Mandarin to a fluent level and have dabbled in several other languages, Japanese included. Japanese was by far the most difficult language for me to grasp, even with a dedicated weekly tutor. I’d love to get back to learning it, but my god it was a Herculean feat when I first tried it. Not sure if I’d be able to tackle it.