Newsmedia reporting that Niinisto's early departure had been prearranged (though it doesn't say why), and likewise for the Swedish royal family. Rough translation from Ålandstidningen follows:
"Because there are so many incredible program items during the month of June, the royal couple will travel back already during Thursday night. Many things during the pandemic have not been canceled, but postponed. It is an enormously intensive schedule now for the entire royal family, says Margareta Torgren."
And later on:
"The king and queen traveled to Åland with their own plane to Mariehamn airport on Thursday morning and had to fly back late that evening. Therefore, they could only attend during part of the anniversary concert at Andersudde."
The speaker of the Finnish parliament and the Finnish justice minister appear to have remained until the end of the concert. I'm going to call "freak coincidence" on this unless more information surfaces.