If you define a single WizardPage in the WizardPages collection and set its AllowFinish property to False, the Finish button is enabled.
To work this around, set the AllowFinish property in the Loaded event handler of the WizardPage control.
private void WizardPage_Loaded(object sender, RoutedEventArgs e)
{
var page = (WizardPage)sender;
page.AllowFinish = false;
}