We don't know how they feel about the Shadow. The Finns who answer questions based on life-threads punish questions "touching on the Shadow" (and the prevalent theory is that since Shai'tan is not part of the Pattern, they cannot answer most of those questions and punish those who ask them for asking a "foolish" question. Rand got them to answer questions touching on the DO which dealt with his own life-thread without any problem.. like how to win the LB and survive, how to cleanse the taint), and we know that using Shai'tan's name in those realms is really, really bad (worse than in the human world).

None of that confirms that the Finns hate the Shadow and refuse to deal with it.

Though I doubt it, it's not impossible the bargain Moridin made with the Finns includes more than recuperating Lanfear (which could be a reason why Jordan introduced this new element that a man who has all the chances of being Moridin himself came for Lanfear, so late in the "last book".). Did Moridin take the opportunity to ask questions, for instance? What did he ask for his two additional wishes? It could all become relevant... or not.