I've been a user of Finale with GPO for a while, and I've come across this strange behaviour in 2008.
I've set up a quintet of solo strings (2 'named' KS violins, KS viola, KS cello and KS bass). I'm using HP to switch between arco and pizz. The switch seems OK for the viola downwards, but not for either violin. If I manually trigger the KS with the Kontakt 2 keyboard, then the sound changes, but then never reverts.
Watching the K2 keyboard suggests that the KS notes are never being sent for the violins.
I've tried using the Finale-GPO 'Lite' solo violin with the same outcome.
I don't know if this is what's going on or not, but it happened to me. Under "expressions," there are actually 2 different "pizz," and "arco," buttons. One has a disclaimer shaded in gray, and above it, is just a normal "pizz," and "arco," button. I used the normal ones, and they worked fine. Good luck!
I haven't cured this, but I have a workaround by using the pizz/arco expressions which force a MIDI data dump. This seems to work.
Anyway I just have to remember to use those exprs for the violins. Sadly other things like tremolo/trill aren't changing either but I can live with that, since the price is intended for live performance.
BTW all this is related to composing a setting of Wilfred Owen's "Strange Meeting" for voice and chamber orchestra but with single strings. And I'm not going to listen to Britten's War Requiem until it's finished - not brave enough for that!