Relatedly, there are variations of the sentiment ”Pohjalla on hyvä olla, ei voi vajota alemmas” – it is good to be at the bottom, because you can sink no further.

This is the Buddhist concept of being "saved by zero."

There is an argument that this is why Finland keeps winning "happiest country" surveys - because no matter how bad things are, they're still probably not as bad as they theoretically *could* be

I think that saying is known also in other countries? In Finland we also say: "When you hit the rock bottom, there's only one way left to go and that's along the bottom."