Translation:Oh, the right building but the wrong man.
With "wrong", we pretty much always use "the" even though it theoretically doesn't make much sense when there are many possible wrong people. "A wrong man" sounds incorrect to me.
"A wrong answer" is correct though and I think it's because of a different meaning of "wrong".
"The wrong man" simply means the wrong individual, the choice of man is wrong. It was supposed to be another man.
"A wrong man" could potentially be used as a criticism of the man himself, maybe if you're saying he's morally wrong, but it still feels like very strange English to me (I wouldn't use "wrong" attributively in that situation) and definitely doesn't have the meaning of "the wrong individual".
Even if we did accept "a wrong man" not sure Finnish would use väärä for that meaning anyway.
Yeah, this is a place where the definite article is optional in English. If you ring a doorbell and someone you didn't expect comes to the door, "oops, wrong house" is more idiomatic than "oops, the wrong house". If you answer someone's question wrongly, they will say "wrong answer", not "the wrong answer", though they might say "That is the wrong answer". Generally, if the utterance isn't a complete sentence the form with the articles sounds worse than the form without.
Good point. I think this reflects the general rule that it's perverse, if humorous, to mix registers in any language -- legalese and slang, academic jargon and baby talk. If it's possible to recognize the switch as ironic and intentional, it can be funny -- My sincerest felicitations, dude. In this case it just sounds like a flub.