Hmm... I dont have any solid evidence, but I always thought my E61 was built in China... it is solid, but isnt out of this world, its keyboard is nice but isnt better than any other E61 i've fiddled with and so forth... nonetheless, just out of curiosity I looked and it is made in finland.... I had a 3650 way back when that was really solid, very nice keyboard, everything really top notch and it was chinese made...
I think it boils down to design... the parts are the same, there really isnt much that could justify ANY solidity difference between a phone that is assembled by chinese ppl as opposed to finish ppl... there really isnt anything that the phone would carry that would give it a different characteristic based solely on what nationality the person that put the screws in was...
A more plausible explanation could be that occasionally (and I havent seen any indication of this on any recent models, although there was discussion a long time ago about this) nokia uses a different quality of materials when the phone goes into mass production in china, either due to some economy, or simply because a certain part is no longer available... This could explain different keyboard feel, etc... The ones built in finland use a different (perhaps better, perhaps worse) quality component, and when it goes into mass production they find a different substitute component...
It wouldnt make any difference if all of the components were exactly the same though...