lwd, Roosevelt's administration continued trading with the USSR during the Winter War. And as even Hoover's book mention, F. D. R.'s administration signed in 1933 a treaty fully "legalizing" Stalin's regime from the U. S. point of view. Hoover mentions how his attempts to provide help to Finland was routinely undermined by F.D.R.
During the Continuation War e.g. Soviet air force units employed against Finland had significant amount of equipment of American combat aircraft freely given to Stalin's regime, a murderous regime as defined by John Moore. Many Finnish veterans recall how they encountered Soviet soldiers with American made boots and food supplies, again freely given to the Soviets.
All this balanced to the fact that when Finland requested arms during the Winter War, U. S. refused any materiel help and the meager supplies we could obtain were materiel that were declared obsolete (like model 1897 guns...) and even then they had to purchased (not for free like the arms supplies to Stalin) for inflated market prices.
As for democracy, Finland has never been a racially segregated society, which the US was during the war. Here every person over 18 is eligible to vote without any need to specifically register. Yes, if democracy is defined as people's say in a country's politics, then we were more democratic (e.g. according to Hoover's book 80 % of US population opposed entering the war). I do grant that as of now, the situation may well have reversed as the last 20 years have seen a significant loss of democracy in Finland.
But during the period of FDR's admin, Finland was definitely more democratic than the U. S. And especially far more democratic than the USSR supported by F.D.R.