Finch and Australia were only playing for pride against hosts Bangladesh - having lost three times already - but the opening batsman smashed 71 from 45 to do what England could not the day before: go down fighting, and with a win.
Elsewhere, in a match which actually meant something in terms of last-four places, there was another astonishing story unfolding around the West Indies, who were emphatic victors over Pakistan in what was effectively a quarter-final. Having scored a reasonable 166 for six - with Bravo contributing 46 - the defending champions ploughed through the Pakistan top order, bowling them out for a meagre 82 after 17.5 overs.
Darren Sammy, derided for being a bits-and-pieces cricketer - has built an expertly effective T20 side, with a series of grinning, explosive batsmen and two baffling spinners - Sunil Narine and Samuel Badree - whose eight overs went for just 26 runs against Pakistan yesterday.
Their tournament started both with a whimper and defeat to India. Bangladesh were dispatched as expected. Then, the turning point. Australia were next up, and James Faulkner, speaking on television, sneered: "I don't like them much."
Sammy smashed the words back over his head, scoring two consecutive sixes off the all-rounder to win with two balls to spare. India are still favourites to lift the trophy, but few would bet against the West Indies mounting a remarkable, successful title defence.
All these fireworks, last-ditch victories and thrilling attacking spills make things all the more depressing for England fans, who had to watch Cook wearily play the straight bat to a renewed burst of intense interrogation over Pietersen.
The questions seemed simple enough, but the answers, in Cook's own words, were "frustrating".
Why was Pietersen retired? "I can't actually answer that question, totally, at this precise moment in time which is incredibly frustrating for me," Cook admitted. "Everyone will say I'm sitting on the fence, but there are reasons which will become clearer soon. You have to respect the decision and the position that I am in at this precise moment in time.
"Everyone is going to keep asking that question until we give the answers, but we just can't. A lot of things went into the decision."
Pietersen's exit has come amid a raft of England changes, post-Ashes, as they look to rebuild a new era. The team director Andy Flower also stepped down from his position and a decision on his replacement is set to be made in the coming weeks.
Ashley Giles, coach for limited overs competitions, is the favourite to take over, although his side's poor performances in the World T20 have not helped his cause.
Cook, though, still has faith in Giles, who did lead the 50-over side to last year's Champions Trophy final. "Gilo has had a tough winter, we've all had a tough winter," he said. "He's a very good coach. He's a fantastic coach and a very good man as well."
And Pietersen? "I'd love to talk about something else," Cook sighed.