This is a usability issue with the Wizard.
I think it would be better to have the Finish button where the Cancel button currently is on the last page of the Wizard.
This is because users (and I certainly do) will mistakenly tend to click in the same place as Next to complete what they have been doing, only to find that they have actually cancelled the wizard and possibly lost all their processing.
This would also make the Telerik wizard consistent with other kinds (e.g. Installation wizards).