There appears to be an issue with the returned GML whether it be the default GML2, or the GML3 requested by QGIS; that is both of these requests give invalid responses:
https://e-kartta.ouka.fi/TeklaOGCWebOpen/WFS.ashx?SERVICE=WFS&REQUEST=GetFeature&VERSION=1.0.0&TYPENAME=gis:Kaupunginosat&MAXFEATURES=1&OUTPUTFORMAT=GML3
https://e-kartta.ouka.fi/TeklaOGCWebOpen/WFS.ashx?SERVICE=WFS&REQUEST=GetFeature&VERSION=1.0.0&TYPENAME=gis:Kaupunginosat&MAXFEATURES=1&
The errors for the GML3 response are:
Attribute 'srsName' must appear on element 'gml:MultiGeometry'.
Invalid content was found starting with element '{"http://www.opengis.net/gml":PolyhedralSurface}'. One of '{"http://www.opengis.net/gml":_Geometry}' is expected.
Invalid content was found starting with element '{"http://www.opengis.net/gml":name}'. One of '{"http://www.opengis.net/gml":coord, "http://www.opengis.net/gml":coordinates}' is expected.
The error on the GML2 response is:
Invalid content was found starting with element '{"http://www.opengis.net/gml":name}'. One of '{"http://www.opengis.net/gml":coord, "http://www.opengis.net/gml":coordinates}' is expected.
I see that QGIS doesn't allow you to request GML2 from a WFS 1.0 service, which may be a potential issue (selection box is greyed out).