According to a recent Economist Intelligence Unit survey, Helsinki is the 7th most liveable city in the world (2nd in Europe) and be assured that what you see in the photo is not common in here.
On Saturday Finland won a football World Cup qualifier against Liechtenstein and there was more police presence in the city center than I have ever seen myself. I guess they were practising for tomorrows qualifier against Russia as there will be more foreign fans in the city than ever before.
Horses are still a good tool for crowd control and every now and then you see mounted police patrolling in areas around their stables and especially in bigger events. If you look carefully you can see that the police is not the only one riding a horse in this photo.