They would've still been on the Allies side, but they would've joined the war sooner. Finland would've still been a part of Russia, so it's unlikely that the Winter War or Continuation War would've ever happened, and Finland would be less likely to collaborate with the Nazis. Russia and Japan were already enemies long before the USSR, so the Russian far east front would be a lot more active too, since Russia would likely try to recapture Manchuria from Japan that they lost during the Russo-Japanese War
