The Gripen is indeed a great aircraft and one that's just beginning its development and upgrade cycle, like the F-35, but Finland's tender wasn't simply about choosing a good aircraft to base their future force around. It also saw import on industrial offsets, investment and complete weapons deals. Neither the Eurofighter Consortium or Dassault were able to match the industrial cooperation and investment of LM, Boeing or Saab. In fact that's been a knock on both companies for sometime now (as I've discussed in the past with DNCS as well). Saab put forth commonality with Finland, a major factor with the F-35 as well, two GlobalEye surveillance aircraft, and a huge weapons package - which LM did too, and its entry, the F-35 didn't need a GlobalEye-type aircraft to be effective at recon and electronic warfare. Finland already operates a large amount of American made munitions so the commonality aspect was important there too. Saab was offering good products, but the overall cost of procurement, training, storage and maintenance was higher.
It's not that the Gripen was overly dominant in the HX tender, its score, rating the second highest, had a lot to do with what other vendors wouldn't do - provide industrial support and investment. The Gripen is a good airframe, one that I'm very high on as well, but its performance wasn't the sole deciding factor in Finland.