Finn does understand why someone would join a gang, even someone like Tina. At the same time, he agrees with wanting to help the ones that want help. Approaching the situation just doesn't feel like his place, though.

"I know a friend who used to teach fighting classes, Rey. She might be willing to take you on. If not, I can help you find something else." Finn used to teach a few people, but Clotho--

"Something physical, something you can focus on and meet new people through. I think that might help you out."