I was trying some things out and it seems like the problem is that if the "1/2 Tone Pitch Bend Range" is less than the interval, you get a scale-like sound. If you want to bend the note you should probably define the largest 1/2 tone interval you'd want bent.
I suspect he problem is the "Blank Staff" you have used. You need to use the Instrument column to let Human Playback (HP) know what kind of instrument it is dealing with. The rest of the columns are irrelevant for HP.
Keep in mind, I know nothing about the fancy playback stuff.
I set up a new document, Trombone, playback through MIDI. I entered an A (at the top of the staff), an A at the bottom, and another A at the top. I connected them with a gliss, from the Smart Shape palette.
It played back correctly, both down and up.
When I switched to playback through Audio Units, it only slid up and down a whole step.
It acted exactly the same, with tenor sax.
I leave it to you professionals, to take it from there!
Hi! Sorry about the size of the image, but at least you should be able to see the details...
I don't know if you've solved your problem yet, but, if not, this might work. This is a boogie-woogie style, up-tempo piece, but I think the concept will work anywhere.
With the main stuff (melody, chords) on the first layer, I put the gliss on the second layer. Thinking of how my hand would hit the keys, I should have started it on a B natural (and did in the YouTube video), and I could have ended it on whatever low key I wanted to, but, since the right hand is coming back up to hit the next chord, I didn't make the gliss too long, or too low. But you could do whatever you want, style-wise.
Since my right hand would put less and less pressure on the keys as it descended through the gliss, I put the decrescendo and the dynamics in to "coach" Finale through the whole process. I had to remember to re-set the volume to forte for the next passage/to return to the same volume. You might not need the decrescendo, you'll have to experiment.
I found that, if I didn't put a "destination" note at the bottom, I got a "portamento" rather than a keyboard gliss--that is, the sound smoothly flowed like a violin or trombone, rather than like a piano. I can get it to go to a pretty low note, but my goal is to make the piece realistically playable, so the sound has to be guided by the playability.
The glissandos are important in this piece, my version of Barry Manilow's "Jump, Shout, Boogie", and it's on YouTube at https://youtu.be/1_Tio1zDCZY
The upward glisses seem to work pretty well out-of-the-box (I didn't have to do any tweaking, and they sound really great). Maybe someone has some insight on why there's a difference.
Next, I have to work on those tremolos. They're just a little mechanical sounding.
Thanks for your question--I was working on this forever, and, after trying some of the suggestions people gave you, this idea came to me. Finale really is capable of producing incredible music, I've found--and I don't even have the fancy stuff--but it does take some editing. I'd say, "don't lose hope, you CAN get that sound you're seeking!"