MusicXML files actually contain more engraving details than Finale files. A lot of how Finale displays music is determined by the program, not saved in the file. MusicXML files save all this information that Finale files don’t contain.
So not only would building a Finale converter be a huge amount of work, it would be a complete waste of time. It would make conversions worse, not better.
Remember to check your Dorico preferences if you want to preserve Finale formatting information that Dorico will generally discard by default.