There's no proof that Finasteride can make your hair loss worse.
I don't know if Finasteride can make your hairloss worse while on it, but it certainly can if you ever come off it.
Balding happens because androgen receptors in your hair/scalp are sensitive to DHT.
Using Finasteride to lower your DHT by ~70% makes androgen receptors in your hair/scalp more sensitive to the remaining DHT.
So if you take Finasteride, and then come off it for whatever reason, you've now got a scalp full of hyper-sensitive androgen receptors, and nothing to stop the DHT.
There's clinical evidence that shows Finasteride upregulates ARs. I don't know if there's clinical data yet that proves it makes your hairloss worse, but it's hardly a stretch of logic to think increased AR sensitivity = accelerated balding. Who is going to fund however many thousands it takes to fund a clinical trial just for people who think their hair got worse, when there's much more serious side effects from finasteride.
There was no proof that post-Finasteride syndrome existed a few years ago, now Merck have to include persistent erectile dysfunction on their label, and that's just the start of things to come.
There's also no proof that shedding on finasteride exists, when everybody on these forums know shedding is a response to treatment.
I'm sure the thousands of guys down the years on these forums who experienced accelerated hairloss or shedding or persistent erectile dysfunction were just making things up though, as there's no proof of it.