I have created a WooCommerce attribute called "Finish" (pa_finish) that show the different color pattern you can get for a specific furniture. Example here :
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But the problem is that "ALL" the available finish attribute are showed, but I want only those I have selected for this specific product (see attached image).
I just created an other Views for color (pa_color) and the filtering works fine. Why not for finish (pa_finish) ?
From the screenshot of your View it looks like you didn't finish setting up the taxonomy Query Filter.
Your View is showing terms of the pa_finish taxonomy, and it is showing all of them.
If you are inserting this View in a page displaying a single product and you only want to display the terms assigned to that product then you should add a Query Filter for the taxonomy where the terms are set by the page where this View is shown.