Why is this finnes an exception? So far I have only met words that are conjugated with -r at the end of the word.
It belongs to an oddball category of verbs called s-verbs. Some of them are reciprocal, some are reflexive, some are very abstract verbs, some are passives that have won themselves status as a separate verb, and the list goes on...
These are also mentioned in the Tips & Notes for the Verb Endings skill.