First, it should be noted that almost everyone in Sweden was at least sympathetic Finland in Winter war of 1939-1940 against the Soviet union, and also to a lesser extent in the Continuation war of 1941-1944 (but by then, Lagerlöf was dead). The general idea was expressed as "Finland's cause is ours". This was for:
- Historical reasons: Finland had once been part of Sweden, and was still seen as a natural ally, while the Soviet union carried all the stigma from the Swedish wars against Russia.
- Moral reasons: the Soviet union was clearly the aggressor against a smaller, neutral country.
- Political reasons: from the more centrists parts of the social democratic party and towards the right, there were a strong abhorrence to communists.
- Realpolitical reasons: If the Soviet union conquered Finland, they would be at Sweden's doorstep.
This led the Swedish government to declare itself a non-combatant, rather than neutral. Sweden gave material aid and allowed volunteers to join the Finnish army. Sweden also let Finnish children be evacuated to Sweden.
Furthermore, it should be noted that at least during the Winter war, Finland was not an ally of Germany. There has however been a debate to what extent it was allied with Germany during the continuation war, which I will not go into here.
Thus, being friendly to Finland, and even giving material aid, was nothing extraordinary during the early parts of the war. Probably the only ones that took the Soviet side in Sweden at that time was the communists. During the latter parts, when Finland fought on the same side as Germany, which occupied Denmark and Norway, sympathies were more mixed.
Did Selma Lagerlöf sympathize with the Nazis?
No, not really. She did on occasion do things that today would be seen as racist (there is a novella of hers that depicts the Travellers as a lower breed, and she once got involved in a beauty contest to present a "real Swedish type of Woman"), but she also helped Jewish-German author Nelly Sachs to flee to Sweden, and she wrote a novella to aid "Jews and other unwanted people" that tried to flee Germany. However, when she came under pressure in Germany following this, she cowed in and issued a statement that it was an act of mercy, not a political
So there is really nothing that says that Lagerlöf had any particular Nazi sympathies, beyond perhaps the orientation towards Germany that was common in her generation. Her support for Finland was something very much in line with the official Swedish attitude of the time.
All of my sources are in Swedish:
- Sweden's attitude and general politics against Finland is mostly from memory, but are described in more detail here.
- Lagerlöf's general politics has been take from here and the details of her novella to aid the Jews is from here (where a biography over her is quoted).