Conceptually? Nothing.
But building such trains, at scale, takes a load of resources. Resources which could otherwise be used to build tanks, guns, missiles, and similar high-priority products.
> what's to prevent
Russian lack of logistical planning.
IIRC the diff to European standard is closer to 10cm, still doable but a hurdle compared to just driving a trainload of troops to the middle of Helsinki it's a bit harder
1524 - 1435 = 89
https://en.wikipedia.org/wiki/5_ft_and_1520_mm_gauge_railway...
Clearly not "doable", without guage changing bogies.
> The difference between Finnish and Russian gauge is 4mm
Yes they are. Of course practical tolerances including allowances for wear and there are large enough that things can be made to work, but in terms of nominal construction tolerances for example, 4 mm can easily eat up all your construction tolerances or even exceed them.