… Can anyone tell me how this can be achieved so Finale plays it back as written …

Actually, Finale does play back as written.

Example:

Finale plays the eighth note G on beat 2 as an eighth note.

The problem here is that the meaning is different from, what is written.

Example:

The meaning of that very eighth note G is a quarter note G.

With a quarter note the tie will connect the two G’s so that only one (long) G is played.

To get what you need, you have to use a workaround of some sort.

Idea:

Use two staves, one for the layout, and another staff for the playback.

Mute the layout staff, and hide the playback staff.