Unmentioned Patch: Finisher Suicide Bug Has Been Fixed
As far as I can tell, this is no longer an issue. Even if the enemy disappears while you're in the middle of finishing it, you no longer kill yourself. This might've also fixed a game freeze issue that involved the bug.
I went and tested it again against a Simulated Harpy in the Tribute Hall with a friend just recently and can confirm on my end. The same seems to apply when finishing other enemies that disappear on death like Cursed Thralls or Taken.
For whatever reason though, this fix was not mentioned in any of the patch notes, so I decided to bring this up for everyone since a lot of players have experienced this before.