He goes on to debunk the possibility that the pun might work in Finnish, and then states:
Maybe the spread of English has proceeded so far that all jokes in Finland are now told in English? Maybe. But I'm suspicious: I think the joke must have been current only among Anglophone specialists in Baltic-area geopolitics.
Since he does not permit comments on his posts, I will point out here that he may be attacking a straw man. Why is it necessary that "all jokes in Finland are now told in English" for The Economist's account to be correct? Why can't English-speaking Finns who are familiar with this particular English-language joke share it with others? All it would take is one person familiar with the joke (perhaps even a native English speaker) to adapt it to the Russian context for anglophone Finnish friends; if they thought it was funny or incisive, they might well remember and repeat it to others (showing off their own linguistic sophistication in the process). Surely this is how jokes go viral.
And it is indeed a pre-existing joke, rather than one invented by or for Finns. A google search for "Occupation?" "just visiting" between Jan. 1990 and Jan. 2007 led me to a blog post where one Mat Morrison looked into the origins of the joke in September 2006, when it was associated with Israel:
Obviously, his focus was on origins of the then-current version, but he also noted an earlier permutation of the joke, associated with the German invasion of Poland:
[T]he joke about the Israeli at Heathrow is (I believe) adapted from an older one I heard about a German travelling in Poland (“Occupation? No, just a short visit.”) ... Jokes are infinitely adaptable. They are memorable. They reinforce attitudes. They are formulaic enough that they rarely change. And they spread rapidly at an unconscious viral level.I didn't find any instances of the joke in the 1980-2000 timeframe with a few brief google searches. I did find one as early as Feb. 1, 2001 - though from the context (https://iloveenglish.ru/jokes/o_anglijskom) I am sure it was not new at the time:
Some screenshots of google search results, after the jump.
Here are the results from searching for "Occupation?" "no, just visiting" between Jan. 2000 and Jan. 2006:
Example of an unsuccessful google search in the pre-2000 context: