I'm deep in finnrey feelings again because aggregating what the two feel across the movies:
Finn gave a shit about Rey before she was Rey Anybody to him! He had no clue about a Force Sensitive cell in her body and Han still clocked from a mile away that he liked her and that it was best to tell her the truth. He then runs back to the First Order he just escaped from, risking his (and truthfully, some of the Resistance's) life and limb to rescue the woman he'd just met earlier that week at best.
On Rey's end of things, she left Jakku for him, even if staying meant everything to her, because she cared about a vulnerable man running a mission for the Resistance, and an adorable ball droid. She then dueled Kylo fucking Ren as someone who'd held a lightsaber for .03 seconds before this to keep Finn safe. Your honor they love each other.
In tlj, and the fact that Rey entrusted her tracker with Finn? The fact that part of Finn's motivation to get somewhere safe is to not lead Rey to her doom when she returns to him? Rey rushing into his arms and feeling safe and calm? Finn's running to Rey awakening his latent Force ability?
And in tros, Finn insisting on being a unit with Rey and Poe? Finn feeling her death from the atmosphere on Exegol and collapsing? The hug at the end of the movie as Finn holds the people he loves most in a galaxy where the first order is finally defeated?
Of course I ship them but Finn and Rey are always going to be important to each other regardless of platonic or romantic relationship status. They support each other, uplift each other, and a huge part of that to me is that they found each other before Rey was Rey Skywalker and Finn was a legend among Stormtrooper defectors. They were two vulnerable people that found each other, cared for each other, and shifted the galaxy and their personal foundational beliefs to save one another. and that perseveres, no matter how big of heroes they are.