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that "fin" sound could be coming from the same root as "pin" (a more obviously pointed thing) - the letter "p" can often become an "f", over the years, and vice-versa (words like "phenomenon" show this connection very clearly)

pepper vs Pfeffer

English vs German

You may be right about the the "p"s and "f"s, but I don't think that applies to "finial". According to Hyperdictionary "finial" is derived from the Latin "finire" (to finish). On the other hand "phenomenon" comes from the Greek. For some reason the Greek "f" is "phi", which is almost always transliterated as "ph". I suspect this is because at some time in the past there was an audible difference between an English "f" sound and the Greek equivalent that has since disappeared.