This is kind of a ridiculous question, though. It's not "selfish," because being selfish is a weak, small emotion, and because denying everything you've ever thought you were (or rather, were told you were) because you don't believe it's right, and you don't feel it's right, and you know it's not right, and choosing your own path is literally one of the bravest, strongest things any person can do.
He doesn't need to waste his life in a futile suicidal grand gesture in front of the mentally unstable Force user worshiping the dark side and his garrison of a hundred trained soldiers to prove that.
Again: Finn does the right thing when his back is against the wall. Every time, he does the right thing. He's not an angel about it, he's not some jut-jawed 40s hero (that's Poe), but when the chips are down, he does the right thing. And at the end of the movie, he DOES make the suicidal grand gesture anyway. When it's worth more, and when it means more.