Antti Kotilainen, from TTVK, says that The Pirate Bay has prevented the development of a viable music business in Finland. (From Digitoday, in Finnish.)
I think he's lying. TPB has not prevented a viable music business from happening in, say, the United States (the iTunes music store being just one shining example).
The real reason there is no viable large-scale online music business in Finland is that the record companies have stopped it, by making it hard to negotiate (if you're small), or too expensive. See, for example, how hard it was for The Ground to start. Record company greed, not consumer greed, is the stumbling block here.