Russia has many of these types of boats. They are inexpensive. The "equipment" is portable in suitcases. There is a lot of marine traffic in the Baltic Sea. They may have thought they could do it during the holidays and move the equipment to another ship nearby without detection. Or, a Russian port is very close, perhaps they thought they could take off and make it to Russian waters before Finland intercepted them. Check out the route on marinetraffic.com. The cable is between Helsinki and Tallinn, St. Petersburg Russia (the "destination") is about 200 km away to the east.