Finch says his team must focus on the whole match because he hopes Williamson's men will fight to the end in Dubai.
"Whenever you play New Zealand, you know how great a competition it's going to be, you know they're so organized in all three areas of the game," Finch told reporters on Saturday.
"They're a team where you have to do 40 overs if you want to cross the line. They're a great team. They're really good to lead Ken and he did it brilliantly.
"They can walk a long way in any kind of competition and you seem to be frustrated. That's what we've learned about New Zealand over the years. They fight and scrap in any situation."
It would be a rematch of the 2015 50-over World Cup title that Australia won, but Finch felt there was little to choose from among Sunday's finalists.
"When it comes to powerplay bowling, I think both teams fit really well with the same structure," he said. "In a powerplay with the ball, New Zealand is clearly the dominant team in the World Cup.
"Both teams have good spin options. It should be a great competition. It always is. So yes, we can't wait."
After losing five consecutive T20 series, Australia have seldom made their mark as potential World Cup finalists.
Finch says his team has been able to stick to their plan and play to their strengths.
"You have to win. I think it's something you want to give yourself a chance to win a world event, and winning the ICC Trophy is really special," Finch said.
"So yes, we're really proud of where we are at the moment and where we came from. And we have to go one step further."
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