I am afraid that if you remove a step it won't be available in the FinishButtonClick
event handler, neither will be any of its content.
The event bubbling from the linked thread is a way to access the RadWizard's steps from a UserControl embedded in a step. If you want to add new steps and remove steps you don't necessarily have to use UserControls. This can be done conditionally (based on user role for instance) in the main page's code-behind as demonstrated in the Add / Remove WizardSteps
As for the presence of the "Remove" button, it will appear depending on the step's StepType
property value. It won't be present if the type is "Start" but will appear if the type is "Step" or "Finish" even if the Wizard contains only one step. If you want to hide it you can do so on the client in the Wizard's OnClientLoad
client-side event handler for instance, where you can check the step type and if it is "Finish" hide the button. Here's how this can be done:
activeStep = sender.get_activeWizardStep();
A value "2" returned by the get_stepType() method corresponds to a step of type "Finish". If the step is of this type you can get the button by its class with jQuery and hide it.