My Visa card definitely doesn't work for any online bank authentication in Finland. It's strictly for payments. For authentication, it's user ID + PIN with a paper two-factor, or user ID + phone authenticator. Some banks also have physical two-factor hardware.
Well, in Germany, Nederland, Belgium Visa, Mastercard works so, I imaging is just a matter of choice from the bank side. In Italy RSA token (small key chain with an LCD display) was fairly common as another option and some banks have solved the PSD/DSP2 article five with a captcha post-OTP for transactions (i.e. Unicredit), few have chosen more complex OTP with a cam to read a Qr but they are simply too expensive to became spread. In France curiously most banks still do not use a second factor allowing login with just ridiculous "random sorted" virtual keyboards to makes keylogging not work. I guess the world is vary, but I'm also sure enough that Finland have some eIDAS eID document witch can be used like bank cards.
