"From archaic ruotsi (“Swede”), borrowed from Old Swedish roþs- (“related to rowing”) (compare modern Swedish ro (“to row”)); related to Old Norse Roþrslandi (“the land of rowing”), older name of Roslagen from where much of the Swedish-speaking population on the west coast of Finland originates. Ultimately from roðr (“steering oar”), from Proto-Germanic rōþrą (“rudder”), from Proto-Indo-European *h₁reh₁- (“to row”)." https://en.wiktionary.org/wiki/Ruotsi#Finnish
That's because Russia means Land of Rus, i.e. of those who came from Roslagen. These were Swedish vikings who established the first rule in the European part of what is nowadays Russia. I think it was in the region of Novgorod, literally meaning the new town (that the people of Rus founded).
The Finnish name for Russia, Venäjä, probably originates from a slavic tribe ancient Finns met before the vikings went to east.
Yes, Turkey qualified to the UEFA Euro 2020 games, but did not make it to the second round. Israel is also an European country in that football sense – as well as in Eurovision song contest sense – but there are other reasons for that than being part of the continent.