I guess we allow an unhandled SystemExit in a child thread to propagate to (and hence terminate) the main thread, so allowing a Py_Finalize call in a subinterpreter to terminate the main interpreter would be comparable to that.
My main rationale for *requiring* that the main interpreter be active (or be made active) when shutting down is to reduce the number of scenarios we need to test (right now we only test Py_Initialize/Py_Finalize cycles with a single interpreter, and officially allowing finalization from arbitrary interpreters expands that test matrix a fair bit).