You live in Finland.
We have military service here because we’re a small country with a large and aggressive neighbour that not only has attacked us within living memory, but is currently demonstrating what it does to neighbouring countries that it thinks it can get away with attacking.
If military service makes sense anywhere…
This is like saying:
No-one wants mandatory military service, but it’s necessary for the sake of society as a whole. Maybe one day it won’t be, but clearly that’s just how things are now.
As for choice, you do have a choice and you know it. Civilian service is a thing here.