The Finnish case markers are not clitics. Clitics are distinguished in that they modify phrases, not words. For example the English possessive “‘s” is a clitic because it can modify a whole phrase in something like “[the Queen of England]’s hat” although it cannot appear as a word on its own. In contrast, the Finnish case markers are bound phonologically and syntactically to a single word and so they are affixes, not clitics.
> a clitic [] is a morpheme that has syntactic characteristics of a word, but depends phonologically on another word or phrase.
The English 'genitive' particle 's is a clitic[1] because it takes its pronunciation from the syllable it follows. Not because it has grammatical functions at a phrase level. Clitic 'm can only ever follow the pronoun I, but that does nothing to stop it from being clitic.
[1] Actually, CGEL prefers to call 's a "phrasal case marker", but I find that absurd.