Taking finasteride to lower the PSA is not a good idea because all it does is create a false low and possibly mask any rises that would indicate your cancer is progressing.
However, taking finasteride because you are not emptying your bladder is a very goid idea. You are going an awful lot, and not emptying properly so the risk of infection, kidney damage or complete urinary retention is very high. My husband was on something similar to finasteride for 15 years without any problems and among other things, it meant he got a bit more sleep.
Like Barry said, try it. If you don't like it you can always stop.