I'm not sure about this one.I am running either Finale 2002b or 2003 (Mac) depending on a couple of things that don't matter here, and I cannot duplicate this problem. For me, notes that go above or below the staff, no matter how far, always have stems that reach to the middle line. I cannot find anything in the program or in the documentation to keep this from happening globally (though it can be adjusted note by note in the Special Tools stem tool).
Finale will use shorter stems under certain circumstances, such as when stem directions are flipped, but that apparently is not the case here.
One possible option is a setting for beaming, though it was not described as a problem peculiar to beamed notes.
Under Beam Options (Options - Document Options - Beams), there is a setting for "Maximum distance from middle staff." If your unit of measure is "Spaces" (for example), you can have beamed notes drift away from this middle line by a set number of spaces (as in "lines and spaces" on the staff).
I have looked other places for stem options, and I've tried to duplicate the problem using layers and voices and such, with no luck.
Does anyone else know of a global setting for this?