He entered that orbit when he accepted the $20/hr laborer gig. He even asks how it's possible for someone to make that much per hour just picking up discarded scraps with a wheel barrel. He knew something was wrong. At this point he's already playing dumb. He makes his deal with the devil right here. When Eugene cracks Little Paulie with the bottle he had every clue to get out of dodge. He still doesn't take the hint. Probably because he's eyeing that Felicia and her "tramp stamp" as a potential side piece. Finn was naive, full of himself and couldn't read the writing on the wall. When he drove in on Vito and the security guard he'd crossed the point of no return. He's lucky he made it out of that whole situation in one piece and otherwise got his life back.