SUMMARY
Money collection for a foreign entity in Finland is illegal. It has to be done by a Finnish entity and the money has to go into a Finnish bank account.

The translation of the applicable law:
https://www.finlex.fi/en/legislation/translations/2019/eng/863

The Finnish law in question is unusually strict in comparison to other countries' and the police has taken action against wikimedia before(https://yle.fi/a/3-7077584), which did not lead to anything because the organisation was deemed responsible and it is american. The likelihood of repercussions is low here too as the entity KDE e.V. is likely to be held responsible and unlikely to be charged as it is German. However the commit was made by a person who is easily identifiable and could technically be held responsible for his actions.

The legally correct thing to do would be to not show the donation notification to KDE installations in Finland(practically impossible to do), provide something for the payment so it is no longer a donation but a purchase(might require tax registration in countries around the world, likely not worth the cost) or register a subsidiary of KDE e.V. in Finland, open a Finnish bank account for it and apply for a money collection permit from the Finnish national police board(because KDE is a NPO, this should work but likely not worth the costs).

In view of the (im)practicality of solving the issue, this is more of a notice than a bug. It is good to be aware laws like this exist and if a practical solution does appear in the future, take advantage of it.

In the meantime, avoid Finland and any other country with such strict money collection laws in your travel plans, just in case.