If I understand you correctly, you need to change the playback tempo via the Playback Controls (not via an expression), right?

Three things control the tempo in Finale:

MIDI Tool (= the recorded tempo changes)

Expression Tool (= the expression tempo changes)

Playback Controls

And they work in a hierarchical fashion.

The tempo in the Playback Controls is overridden by an Expression that sets a tempo.

This is overridden by the MIDI Tool, which is at the top of the "Tempo Hierarchy".

From your description it sounds like the culprit is located in the MIDI Data.

Try this:

Selection Tool.

Select All.

Edit menu > Clear Selected Items…

In the dialog box Clear Selected Items, de-select everything except “Tempo Changes”.

If clearing the Tempo Changes does not solve your problem, then switch to the Expression Tool, and clear all expressions.