I don't know why this is, but my experience is that "harder" woods are more susceptible to warping overall. That said, balsa *does* warp "easier", but it is much easier to straighten out. Harder woods like ply is very difficult to straighten out once it gets warped.
On basswood, like balsa, I prefer to apply pressure in the reverse of the warp - kinda "over bend" it opposite the warp to straighten it out. This is, of course, assuming that you haven't applied any sealer or paint to the wood yet.
If you're careful not to overdo it and snap the fins or stock, this should take care of it. I suggest doing the bending to straighten them just before applying to the airframe, and then tacking them on quickly with a CA glue. If you cut the fins with the grain parallel to the leading edge, this should do a fine job of holding them straight and allow you to fillet and then finish.
Now, if you applied sealer or fill 'n finish first, well, that's a harder fix. Personally, I'd re-cut the fins from fresh stock and start over.