Ok, so I tested that if I set "Set default country from browser language" to NO and "Geolocation by IP address" to NO then I get the payment methods using a German address no matter how I restrict the currency, I also checked that Netherlands also works. However, if I for example use a Spanish address I get no payment method even though they use euros too, and Sweden doesn't work either(and probably all other countries that do not use euros).
So it definitely works in other countries too, and not just Finland, but it seems to be restricted to countries that use euros(but strangely not all euro countries work), even though under payment/preferences all countries are selected. I tried editing United States under countries and changing the currency to euros there but it did not help.
edit: I did some further testing, previously I only had one shipping method enabled, I added a simple fixed price shipping method for the US in addition to the DHL option. If I select the fixed shipping option it gives me a payment method, but if I select DHL it says no payment method again even though the dhl plugin correctly gives the shipping price. I get no payment method even if I make the DHL shipping free. So there appears to be some incompatibility with the official DHL plugin and prestashop.