I think your information is wrong. When I shopped around Europe I found Finland to be second cheapest (only Begium cost less). I suggest you contact BMW Tapiola in Espoo and should give you a good deal.
The only reason you found Finland one of the cheapest was that you paid the cost of the car less Finnish tax then paid UK tax. The base car in the Nordics costs a lot less than the UK because their taxes are so high BMW lower the cost of the car. As UK tax is one of the lowest in Europe BMW raise the cost of the car and so if you import the car from the continent it will nearly always be cheaper than buying in the UK.
I think I understand it but not sure I have explained it very well.
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2006 750i Sport, Monaco Blue, Cream Beige Pearl leather
Here in Canada, a 2000 M5 costed $102 000CAN and for 2001/2002, it costs $104 000CAN. I think that those are really good prices compared to the USA models.
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2006 Interlagos Blue M5 - My father's
2007 VW Golf GTI - My little rocket!