Finn took three early wickets as the tourists were left on 262-7 at the close of play at Lord's.
"I thought we were great as a team – all 11 people out there were focused on playing for England," Finn said.
"What's happened hasn't affected the way we've approached this game. After Monday everything was swept under the carpet. We've got through tough times together, we've done that well in the past and today we showed that again."
England must win the decisive Test to retain their place at the top of the world rankings.