"Finder" is a specific term/application/component to the operating system. Therefore, it shouldn't be translated in any other language. Changing the name would cause confusion and give a new meaning to a core part of the OS. The 'Finder' is a unique part of the Mac OS. There really woulnd't be any other way to effectively call it something different, and not lose the meaning or definition of the component.
Folders like 'Documents', 'Applications', 'Pictures', etc. are translated because those are not actual parts of the OS. Other things like the examples Aptmunich pointed out, can easily be translated verbatim, since they are more or less common parts of any OS.