I know this is an old post, but I too have this problem. Did you ever find a solution?

There is a way to do this but only half figure it out. 

Finale is selecting a bank and patch. Reaktor stores in 2 ways: 1) banks/patches (i.e. snapshots) or 2) presets. If you are using a preset you need to save it as a snapshot.

I am still trying to figure out how to make Finale stay on the bank/patch that I want.

Do you have the right channel set in the Score Manager?

I am still having a hard time putting all the pieces together as to how Finale assigns instruments to 3rd party VST. I haven't read all the documentation yet. So what I have read is confusing me. However, I am probably making it harder than it is.

"Under the Sound column, click Edit Player to open the 3rd party VST interface. Select the desired sound,ensuring the slot used for the sound corresponds to the channel assigned to the instrument in the ScoreManager."

Very convoluted !!

Bank  -- Finale bank? or VST preset/patch bank?  either the same thing or just closely related somehow

Channel -- Finale channel =VST preset/patch?,  " slot ?!? ", Reaktor snapshot, MIDI channel ??  probably all the same thing. Finale doesn't differentiate between a MIDI channel and a VST preset/patch??

Convoluted, yes, but not bad for engraving software :-)

Bank= Finale Bank. Everyone else calls this a MIDI port (group of 16 MIDI channels)

MIDI channel= is what Finale will be sending playback data on. Set the VST instrument to the same channel so that it receives that data.

So can Finale tell a 3rd Part VST which patch to load on initial playback?

Can your third-party VST receive CC messages? If so, you can create expressions (visible or hidden) to specify a patch.

No it can't