Happened to me a couple times. Only consistent thing I've noticed is that it was something like a harpy or servitor. Like things like dregs or captains would die somehow ad the finisher started and I would conclude the action and keep going. But against servitors or harpies it seems to be slightly different in how it applies the damage. Edit for further insight: It's like with masterwork orbs especially on harpies or explosive shanks. They almost never spawn on the enemy for me when they die the orb spawns on top of me. Or sometimes dragonfly or explosive pyre would explode at my feet when I proc'd it on a harpy or explosive shank. Somehow finishers must be handled similarly to masterwork orbs or certain perks. This would make sense because when I've seen others use special or heavy finisher on targets the ammo sorta flops out of the player that activated it and not the enemy. Similar to how masterwork orbs from other players fly out of the player and not their, now dead, target.