I noticed the same thing a few weeks ago (I'm also a Finn).
I asked a friend of mine who is more technically savvy than I am to look into it.
He found that for the US-based podcast I was listening, they were using a service called spreaker.com to infuse localized ads into the podcast.
The way the system apparently works is that when you click to download or stream a podcast (even if it's on a third party app like Overcast), the spreaker backend server quickly creates a unique file of the podcast with your localized ads placed in.
Not sure your podcast is using the same service, but I'd imagine it's a similar mechanism.