The finish date is used to determine if an employee is active or not, however employees with future finish dates are still considered active. So up until the finish date the employee should work as normal.
The problem is when you come to pay the employee after the finish date. Because non-current employees are excluded from pays (for obvious reasons) they will not be available to add to the pay. So I think the enhancement you require is to automatically add finished employees to pays if their finish date is after the start date of the pay.
In the meantime the recommended approach is to enter the employment finish date directly on the final pay.