I have obtained The End garment grid. It's a hassle, but worth it. There is a very short cut-scene where you go into Shinra's bestiary. He thanks you for completing his oversoul database, and gives you The End garment grid.

I have idea what causes Finale to do the damage it does. Like you, I thought Finale would be something like The End in FFVIII, but no. Finale looks just like a normal attack. But the damage it does seems rather random. In fighting Ultima Weapon, I go through the four gates with Paine. So I use it, without having attacked Ultima Weapon yet. So the first time it does 12000ish damage. Then it does 16000ish damage. Then it does 4000ish. Then, with 500HP left for Ultima Weapon, it does like 68000ish. I have no idea what that was all about. I haven't really taken the time to try and figure it out though, that was just my experience.