English is enough of a universal language nowadays that it’s understandable that it might not be immediately obvious how language and culture / identity can be linked. Any sort of written, spoken, etc. cultural artifact is tied to a language, and while translation is absolutely a thing (duh), you do lose nuance even when translating to a closely related language.
With Finnish it’s not really the vocabulary I’d like to see preserved, but grammar. English grammar is relatively lightweight even compared to most Indo-European languages, and Finnish and Uralic languages in general are on the other end of that spectrum. There’s a lot of cool grammatical features, which, while not super duper necessary, add a lot of nuance that can take multiple words or even nearly a full sentence to replace. Where English and most other Indo-European languages usually need a completely new word to express new concepts, we can often just express the same thing by using our frankly ridiculously complex grammar (for a non-native learner!).
As an example, let’s take the verb for “to look”, katsoa. If you were to use a verb aspect called the momentane – which indicates that something was sudden and short-lived – to form the verb katsahtaa, you’d have something that’s close to the English word “glance”. Then you could use eg. the frequentative aspect – which (quoting Wikipedia here) expresses “repetitive action, but may also represent leisurely and/or prolonged activity, or activity that is not done in a particularly determined attempt to reach a goal” – to give you katsahdella and you’d have a verb that translates to something approximately like “to glance around aimlessly”.
This sort of grammatical minutia has been getting rarer for centuries now, but the speed has definitely accelerated over the past ~40 years mainly due to more. In many ways it’s unavoidable, but I still think it’s a bit sad.
Oh and to answer your question about word origins, there’s a free online Finnish etymological dictionary, and eg. Wiktionary has an etymology section.