The buttons on the setup wizard screen for Google Assistant (the screen after fingerprint unlocking) do not respond when using Finnish language for the setup.
Finnish language is unsupported by the Google Assistant, and consequently by some lack of testing, the screen is shown but the buttons do not respond and you can not get past it.
Change the primary language to English and restart the Setup Wizard. The path to settings is:
Settings > System > Language and input > Language > Add a language
It is very ironic that Finnish language is not so well supported and tested on a Nokia phone, considering it used to be a Finnish company... Now it is just a brand owned by HMD global or whatever.