I'm in an open pay run but do not end up in the last Finalize screen, why is that?
Are you maybe:
1) logged in as a Company or Business user?
2) in an open pay run that was generated by someone else?
Company or Business users (that are created in Employer), have only viewing rights or limited rights to check or enter one-time changes in an open pay run. They cannot finalize/close a pay run. Only the user that generated/started the pay run, can finalize his/her own pay run.
If you entered an open pay run that was generated by someone else, only this person will be able to enter the last finalize screen.