How do you force a user to use a button to exit a form?

Use a hidden field named ButtonPressed; set this to "No" using the Default Value Formula.
In the button macro, set this flag variable:

FIELD ButtonPressed := "Yes";

Add a hidden field called Verify with the Validation Formula:

@If(@IsDocBeingSaved & (ButtonPressed != "Yes"); @Failure("Please use the Finish Button!"); @Success)