The requirement of your mother's marriage registration certificate is not only odd, it is irrelevant to your application for your Thai birth certificate.
The rules for the acquisition of Thai nationality by birth have changed since the Nationality Act was promulgated in 1965. The latest amendment I have on file is from 1992, applicable also to persons born before that, and reads as follows:
The nationalities of the child and its parents are entered on the Thai birth certificate. Apparently, you derive your Thai nationality from your mother and the embassy in Finland perhaps wants to get as many official documents as possible that attest your mother's Thai nationality, which is presumably stated on her birth certificate, house registration entry, ID card, passport, and marriage certificate.