I finally got it. It took me about three rounds of deleting my device from OVI and deleting profiles. Here is what I went through in all my cluelessness, maybe it will help someone else.
First, when it saves the SMS, after you put in the code, it automatically creates the sync profile for you. That's what I thought it was supposed to do but, for some reason probably having to do with the drugs they take in Finland, they hide the profile from you. Yup, they don't give you a list of sync profiles, they only show you the profile that's active, leaving one to possibly believe it is the only one.
So when I try everything I can think of and fail to find a way to sync, I figure I must have done something wrong on one of the steps. So I remove my device from OVI and start from scratch. This time I'm reeeeealy careful about following each step properly. I get the SMS, enter code, save. I check again. Again no sync profile (or so I think)-- I appear to only have the PC Suite profile. So, I figure, I must need to create the profile, which made no sense but... So I created the profile, put in a lot of information which I had no idea how to answer (when it asked for the name of the contacts database on the server, I put "contacts" :rolleyes😊. Ten it asked me for the name of the server on the web and I put ovi.com and it came back and said "there is already a profile for Ovi.com.
Oooookay.
So I try "switch active profile" on the sync menu and there it is, a profile called ovi.com. Yes, I do feel foolish, but why would you switch profile if no information you had gave you a clue you had more than one profile. However, I'm happy, I figure I'm in business. I pick sync off the menu and it goes to connect and... fails to connect.
Now what. Now I'm thinking, somehow doing stuff twice created a problem (turns out I was wrong, but at this point I'm a little flustered). So I figure, now that I found the profile and know that it actually is created, lets really start from scratch. I delete the profile, delete my unlock SMSes and remove my device from my Ovi account. I even put on a couple of Nightwish tracks for good luck. I add my device, get the SMS, enter code, save, go to sync, switch profiles, yes there it is, connect and... connection failed.
Umm, ok, this was more my fault, but only because the software was being lame. I went and connected to wifi and then did it, and the sync worked. Is it really too much for a function that connects to the internet to, like, open a connection? 🙄
I'm slow sometimes, but this should not be this hard.