Absolutely - at a risk to themselves. Just like how we can help any of our NATO neighbors at a risk to ourselves. Given the current situation (Russian troops being tied in Ukraine) that risk is very small, but it is there.

There are also certain restrictions for access to information systems for non-allied (formally) countries. If Finland has a formal alliance with Sweden, then the opportunities for cooperation and coordination are much greater. There's much less red tape to worry about, and things will in general go much smoother.

Now, if Sweden doesn't want to be in NATO, then that's an entirely different matter. If they do, then I think we should support that in the best way we can. If that means being a "package deal", then I think that's in our best interests.