Yes that is correct. Even if the FSM hits a state without transitions, but the FSM has any AnyState node active, it will not “Finish”, because considering the fact that there is an AnyState node in the FSM, the FSM can potentially transition and continue, even from the state without outgoing transitions at any time. Thus it is never considered “Finished” in that case.
You can however if required to finish the FSM, use the “Force Finish Graph” action task at a state of your choosing.