As a Finnish observer noted, the number of people recorded as Jehovah's Witnesses in the country's population register (the Finnish Population Information System) declined for the last ten consecutive years - from 19,142 in 2009 to 18,467 in 2014 and 17,083 as of December 31, 2019 (decrease by 10.8% over a decade; a similar decrease was shown by the Evangelical Lutheran Church and the Seventh Day Adventists). The 65+ was the only age group which showed a growth (by 42%) in that decade. The number of those aged 15-24 recorded as JWs has declined by 52% over the last two decades.
Yes, in Finland one's religious affiliation, along with sex, mother's language, citizenship etc., is recorded in a government register. "Religious denomination is reported to the Population Information System for every child when given a name. That information will be changed only upon separate application." (source). See also Act on the Freedom of Religion (453/2003), sections 3 and 4. For sure, all statistics have limitations (for example, many immigrants are apparently not counted), but these figures are still interesting and informative.
Official data (provided by Statistics Finland): http://pxnet2.stat.fi/PXWeb/pxweb/fi/StatFin/StatFin__vrm__vaerak/statfin_vaerak_pxt_11rx.px/
More charts here: https://drive.google.com/file/d/1mirabi18qgn_TcE7mDM8X0oG0_wYEDdE/view?usp=sharing