That is not correct. Nobody is born into any religion here. If the parents of a newborn are members of a religious community, it is up to them to arrange for the child to become a member of that religious community.

Whether a pupil will have religion or ethics as a subject in school depends on what the guardians of said child want. I don't remember exactly but religion might have been the default choice but because there are many religions it must have been inquired by the school at the time of enrollment. A pupil may opt out of religion and have ethics instead. The city of Lahti teaches at least Orthodox Christianity and Islam in addition to Evangelic-Lutheran Christianity as religion in schools.