I actually saw the code for this part not that long ago when I was working on stuff for the editor. I wouldn't stake 100% certainty without pulling it up again but I'm almost positive the flow goes like this:
Check for miss, if miss just skip to end
Compute damage, etc
Check for lethal damage
If lethal and target is Dark Dragon and attacker is Max then change animation
The animation gets changed if an attack hits and deals a lethal blow. If the attack misses it never gets to the point of calculating damage and seeing if it would be a lethal attack to begin with.
So, by my knowledge, no. You can't get that animation on a miss. It's not that the 'finishing blow' is incapable of missing. It's just that an attack doesn't become a finishing blow until it's already hit and killed them. The miss check comes first, because there's no point in calculating damage and all that on a miss.