I think that Nico was born in Russia and then her family moved to Finland, bc her father couldn't find normal job as scientist in order to support his daughter, and Finland is the nearest country to Russia, if they lived in Saints Petersburg
I made a research in VK, and the most wanted character for DOA6 is Momiji (44%) , then Rachel (25%), then Naotora (7%), Alpha (6%), VF chars (5%), Ein (5%), Genfu (3%) and Leon (1%)