You need to define how you want or need to navigate between your activities.
Let's take some examples.
We have three activities Main, Page1, Page2 and we go back with the back button.
The navigations below work without any Activity.Finish.
1) Main > Page1 (Back) > Main > Page2 (Back) > Main (Back) > Exit
2) Main > Page1 > Page2 (Back) > Page1 (Back) > Main (Back) > Exit
In example 2) if you had an Activity.Finish in Page2 you would't go back to Page1 but directly to Main.
If you want a navigation like this:
3) Main > Page1 > Page2 (Back) > Main (Back) > Exit
Here you need an Activity.Finish in Page1
There is no general rule you must define how you want to navigate and according to this you should add Activity.Finish or not.
Best regards.