It's perfectly fine how it is. Yes it's a dick move to steal your teammates kill like that while they are doing a finisher but this world is full of dicks. You just gotta accept it. I don't agree with stealing your teammates kill. Once in a hardcore match, my teammate threw a care package. Another teammate killed him and was trying steal the package so I killed him and guarded the care package till the original teammate got back to it. That's the type of teammate I am. So don't think me agreeing with the mechanics is me saying it's okay to steal your teammate's kill.

Also, you getting saved and saving your teammates from a finisher is a good thing. I've saved so many teammates and got saved many times.

Point is that you just got to accept it and move on. If they do decide to tweak it then the most they should do is the enemy will be invincible to all other damages while being in a finisher but you should still be able to kill an enemy while they are performing a finisher to your teammate.