I’ve been meaning to write this for a long time. But it was obvious in the movie that they were telling you point blank that Finn was force sensitive. He guesses what’s happening numerous times with a “feeling”. He explains to Janna he knows the force is real and that’s why he has done everything he has done since ditching the First Order. He becomes the spokesperson for the Force in TROS. There was no need for him to tell Rey on camera (or us) that he was force sensitive. Besides, she would have known already (us too. It was obvious, but she would have felt it already). That’s not what Finn had to tell her but never actually did.

He wanted to tell her who she really was.

Finn tells her that he knows her on board Ochi’s ship after she thinks she killed Chewie. Later, his concern for her threatening language about “destroying palpatine” once she’s discovered he ordered her parents murdered, is due to the fact that Finn knows her struggle. They show his face and you can see it: he swallows hard and he’s thinking “oh no, she’s talking violent that’s a bad sign” and “how do i tell her this horrible thing?”

When Poe teases that Finn won’t tell her his secret in front of him, it’s because Finn can’t tell her in front of him. He really can’t. He also can’t say it before they get shot by the hux firing squad when Poe asks again. It’s a very private message, meant only for her.

When they crash on Kef Bir, he tells Poe “you have no idea what she’s fighting” and Poe says “oh you do?” And Finn says “yeah, and so does Leia” and then Poe says “well I’m not Leia”. Poe didn’t understand what Finn was referring to, but Finn is thinking “oh crap we’re at the Death Star, where palpatine died and she just ran off on a suicide mission on her own”. He’s very understandably concerned. You can see it in his face. He even says “we can’t lose her” which also means: to the dark side.

A few scenes later we find out from Luke that Leia also knew she was a Palpatine. If there was one person Leia would tell, it’d be Finn, her insanely devoted force sensitive friend.