Note that this issue only affects Finale v26.3.1 on Windows when using VST for playback. This is not present on Finale for Mac or in previous versions of Finale.
When initiating playback by using the SPACEBAR+mouse click method, the playback cursor will not move immediately when playback starts. The cursor will appear to lag behind the audio or appear to not move at all.
To remedy the issue, initiate playback once by using play on the Playback Controls panel. After this, using the SPACEBAR+click method will have the audio and the playback cursor aligned properly. When switching to another document and back, start playback again from the Playback Controls to fix the issue again.