They start running back to the transports, but then they turn around. Rose asks them where they are and tells them to leave without them (which makes my eyes roll, since this is sort of a spit in the face to their interaction at the Battle of Crait. Finn wants to sacrifice himself again and Rose is like “okay”) But then, during Palpatine’s speech to Rey, as they’re watching the Resistance be destroyed, it looks like Finn and Jannah are actually running back toward the transports. But then, next time we see them, they’re standing right next to the turbolaser they were hacking into when he had his convo with Rose. Idk, I guess it is nice for these ex-stormtroopers to have the opportunity to kill their former masters, but this sort of thematically contradicts Finn’s story in TLJ. But I guess if your preferred edit cuts all of that shit out, then it doesn’t matter.
In the novelization, Rose asks Finn what he’s doing and he responds “saving what I love.” I guess she lets him because she understands he’s doing it for the right reasons? Honestly, if that had made it into the movie it probably would have gotten eye rolls for the opposite reason (although I still wish they had left it in because that conversation in the movie was way too short).