Just depends on what you are after I guess. I will allow my children to be exposed to socialization but not indoctrination at least until they are old enough to think for themselves. To know the difference just examine peer pressure and it is more easily understood. You can decide for yourself which you prefer for your kids.
I would think (stereotypically) that the Finnish would be more interested in preventing exposure to American movie violence more than sex.
That is actually pretty close to the truth. We allow even underaged children to see naked bodies and nobody thinks twice about it. Actual pornography is of course forbidden from under 16 years old - but nowadays kids find and share it anyway. Just as we did when we were teenagers, on VHS.
So if you think locking down your home computer does you some good, do you also prevent your children from owning their own smart phones and/or borrowing one from their friends with all the 32 gigs full of x-rated content?
Teenagers will get access to the content if they're interested and there's not much us parents can do about it. Basically trying to prevent it from happening would just mean horrible invasion of privacy for the children and limitation of freedom.
When the day comes that I will catch my oldest son having something x-rated on his computer, I will have a talk with him and explain what porn is and how it should be dealt with - not confusing it with reality. I'm not going to go berzerk and put every firewall block known to man on. Hell no, I watch it myself sometimes
Of course how you bring up your children is 110% your own business and I respect it. But keeping in mind the above factors, put yourself in your kids shoes. Would you have liked that your parents were snooping through your things and you had absolutely zero privacy? Would you have liked your freedom limited and placed under censorship? Or would you have preferred to get a serious parent to child talk about the realities of life and make them understand how things go? My parents brought me up quite freely, I never had to report where I was or when I was coming home. They never snooped through my things etc. They didn't sit on my back watching I did my homework or went to bed early as long as I kept bringing good grades from school. And this is exactly how I liked it.
Sexuality is something that is completely natural and as far as it keeps safe it does nobody any harm, quite opposite. What people should concentrate their efforts to however is substance abuse. This is all too common with youth - and in your country it's not only alcohol that's the big problem AFAIK.