As far as I know there is no direct way to import abc to Finale; musicXML is the way I would go.

One thing you could do instead of using HA to process one file at a time is to use abc2xml in a batch/script file to process all your abc tunes to xml in one hit. (If they're all in one abc tune file you'll need to split them first, but there are programs that can do that for you). I think you'd still have to import them into Finale one at a time though (or is there a batch processing feature in the new version?).

Mick