Not something I normally use, but just gave it a try. For me, the finish flag is not required, click the profile, right click and set properties, tab to inspection bar height field, type in height and press return (enter) key. Or instead of typing in the height, just drag the height and click left mouse button (obviously that's not accurate if you want a specific size), or Snap / Seke to an object to finish.
That's the same way normal (simple) extrude works for me. Does that not work for yourself.
##Edit## I should have added. With some tools, the 'finish selection of profile' flag, only appears active (not greyed out) when dealing with 'open' profiles. With closed profiles like rectangle, closed polyline etc. Its is not required. ##End Edit##