The airport operator and airlines know where the passengers who travel through ABZ/EGPD are going to. If there was sufficient transfer and interline traffic that made Frankfurt, Helsinki or anywhere else make sense then you can bet that it will have been considered.
Air France/KLM, BA and SAS are all at Aberdeen with a significant presence to hoover up people through their main hubs and on to pretty much anywhere you want.
As for Ryanair or bucket and spade flights, these are unlikely to increase dramatically, a relatively small catchment area takes care of that.
If you want to fly EK or make use of an Airport with a significant choice of holiday routes then I don't see much option other than make that trip south!
As for the Airport itself, I have in the past been a critic but I must say that (relatively) recent changes have improved it dramatically. The opening up of the check in area, the departure lounge area and the extension of the covered walkway have all helped a lot.