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Comment: Ibrahim Shkupolli, the killer form Kosovo, was left in the coldRoger Boyes

The New Year's Eve massacre in Finland was described by police as a case of domestic violence, a bloody crime of passion.

And so it was:a middle-aged man rebuffed by his ex-girlfriend broke a restraining order, killed her, then shot four of her colleagues at a supermarket before, it seems, taking his own life.

But behind the horrific crime of an apparently deranged individual there was the deep-rooted problem of social exclusion. The clue is in the name of the suspected gunman: Ibrahim Shkupolli.

Finnish sources say he was a Pristina-born Kosovo Albanian, one of the many who have settled in Finland. And therein lies a story.

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The Finnish Government was quick to recognise Kosovo as an independent state and has been more ready to shelter Kosovo Albanians than many other states in Europe. Ordinary Finns are less enthusiastic about inviting in people who are largely perceived as economic refugees and the popular prejudice is that these foreigners lead a shadow existence.

One of the first, less charitable, responses to today's killings was to lament a human tragedy but to point out that this time at least it was not a Finn who had pulled the trigger.

Yet there is some degree of social responsibility and the Finns will have to face up to it. A study of the mental health of mass evacuated Kosovo Albanians, conducted by Goeran Roth of the Karolinska Institute in Stockholm, revealed serious psychological problems, including post-traumatic stress disorder and clinical depression, and a greater sense of displacement than other migrant communities. The study was conducted in Sweden but tallies with results from many societies that took in war-scarred Bosnians or Kosovars.

Finland accepted them generously, gave them benefits, schooling and roofs over their heads – and then ignored them. As a result the Balkan refugees often inhabit a parallel universe made up of internet cafes, betting syndicates, casual work.

It surprised few in Finland to hear that Shkupolli did not have a weapons licence for his handgun; rightly or wrongly, it has been assumed for years that the sale of illegal guns and a chunk of the drugs trade was in the control of Balkan gangs.

After the classroom massacres of 2007 and 2008 – claiming a total of 20 lives – Finns were quick to say that the crimes were the work of disturbed personalities rather than the result of a particular flaw in society. But quietly schools have been working to reduce the sense of inadequacy among delinquent pupils – a kind of "shooter radar".

Some time ago I visited Leppävaara comprehensive school in Espoo – the town where the latest shooting spree took place –and found that the school managers were operating an admirable scheme to prevent teenage truancy and drop-outs, providing a low-stress area for awkward pupils and drawing parents more closely into schooling. Parents, for example, are given a password that allows them to access the school files on their children, which are updated every day.

Now Finland has to use a similar creativity in dealing with immigrants and refugees: a significant number are suffering from untreated mental problems.

Shkupolli had been on the police register since at least 2003, when he was first convicted of illegal gun possession; the restraining order on visiting his ex-girlfriend showed that the courts considered him unpredictable and violent. Why was action not taken? Why was he not referred for psychiatric treatment?

If you are going to have a Nordic nanny state then it has to work for everybody, not just the native-born Finns.