It’s actually the same (actual tolerances are bigger than 4 mm)

.
When the Russian gauge was introduced, it was a round number of feet — 5' or 1524 mm. In 1970-s the number was rounded in milimeters, and that’s how they got 1520

. The Finns just didn’t want to change the documents.
Also, some borderline railways (before the train will reach the station with wheelset swap) can have 1520 mm in Poland or Slovakia, and 1435 mm in Ukraine and Belarus.
And here is the size difference between Russian and European railway:

The overall height difference is small, but the roof is much more rounded.