How are you indicating the tempo? If you are using the little box above the entry screen, you should switch to adding tempi and tempi changes using expressions.

The Quickstart Video on Adding Expressions and Dynamics covers this.

https://usermanuals.finalemusic.com/Finale2014Win/Content/Finale/Quick_Start_Videos.htm?cshid=9516 

One other thing: don't edit tempo changes, only create new ones.  On Mac at least, there is a bug whereby if you double click to edit a tempo expression and click edit it in the expression selection modal dialog that pops up then the text will change but tempo in playback won't. For example, change it from quarter note = 120 to quarter note = 100.  The text will change but tempo in playback won't.  Everywhere you assign this tempo change, it will playback wrong.  Delete your tempo change expressions in the expression selection dialog and create new ones.  

Finally, as noted before, the tempo field in the playback window is only used if there are no tempo expressions in the score.  

Forgive me if, since this appears to be your first post, I assume you do not know all the in's and out's of the expression designer.

Just changing the tempo in the Expression Designer's > Create Tempo > Main tab will not change playback. You also need to make one of two changes on the Playback tab to match what is on your Main tab.

(There is another way to manage this, but it isn't easier, just different; so I'll skip it for now.)

Thanks!  I've never actually noticed that tab.