I have to visit Finland. Crazy, can you show some photos how this Finnish PEN looks like?
Maybe the phrasing on that website is odd, but here's nothing weird about it, anywhere where the physical Earth is not very conductive (for example, granite bedrock), one fully relies on having an explicit PEN conductor. This conductor isn't supernaturally tough, so it can be damaged like any of the other wires (out of total 4). But while cutting a phase only cuts the loads connected to that phase, while not affecting phase-to-neutral voltages of the other phases, Neutral is special in such way that if you cut neutral, then the line-to-neutral voltage will vary, up to line-to-line voltage, based on loads connected.
This is the inherent design flaw of:
* Using TN-C, TN-S, or TN-C-S earthing system,
* Having highly resistive soil type
* Using 3-phase system where line-to-neutral voltages are being used to power loads (wye configuration).
* Using overhead distribution (countrysides)
Finland is not the only place on Earth to have this, I guess.
But if I recall correctly, Norway uses delta connection in distribution, so loads are always connected between phases, and voltage can't get any higher if you cut any of the three wires.