AFAIK This option does not exist, although one can select and drag/copy the entire staff at once.

Perhaps you would want to enter this option as a feature request at 

https://makemusic.zendesk.com/hc/en-us/community/topics/200449177-Finale-Feature-Requests 

You can do it after the fact either the entire staff or a partial. Here it is from the 2012 manual:

https://usermanuals.finalemusic.com/Finale2012Mac/Content/Finale/Tablature1.htm

I'd look up the 2014 or 25 manuals but they don't exist. When I searched the nonsense masquerading as Help files, it showed the following:

Your search for "Create TAB from staff" returned 61 result(s).

No thank you.

Frankly, I don't understand the desire to have TAB entered real time as you enter the notes on a staff. Even the simplest TABs require editing to conform to the ways that instruments are really played. Even so, that would not be a simple feature request. In any case, I imagine that very few would be looking for it. The way that it works now is pretty good, actually.

Like anything else, saving a few steps is a benefit. So entering TAB real time as you enter notes on a regular staff saves some work. I could skip the cutting and pasting and go right to editing the TAB as it needs to be played.

I don't see how that would not make more work, frankly since TAB must always be edited. In any case, 

I can't imagine that it wouldn't be way down on the priorities list at MM.

Did you follow my link to see how to do it without cut and paste? Click and drag is much less time consuming.