Just as a follow up, I got Finesse working with a SOAP 1.2 web service.
SOAP 1.2 does not require the SOAP action header.
It requires the ContentType header (which can be configured to be set correctly).
Example below of a SOAP 1.2 ContentType Header Example Value.
Content-Type: application/soap+xml; charset=utf-8; action="http://schemas.mydomain.com/CallService/IncomingCall"
It would not always be possible to get the API developers to switch to SOAP 1.2, especially if it was not a new API.
So its still a good feature to add to Finesse, and it could likely could be used for other things too, since it a custom header where you could set it to whatever you wanted to.