Your Magnanox's menu system - where all of these settings will be - is probably not using "Finalize" as its "Close/End Session" verbage. It might use a phrase like "Auto-End" or "Auto-Close". And because you're using the PLUS R media (DVD+R), the Magnavox may conclude you want "Multi-Session ON=YES". (This is the primary difference between MINUS R disks and PLUS R's - the ability to have multiple recording sessions on a single disk.)
There are so many ways that these DVD Recorders can phrase this process, though.
And ultimately, I'm hoping that this product WILL "finalize" a disk. But it sounds like you'll need your Sherlock cap on to discover that setting!
And, I'm only half-joking here - it would be one method to ensure you couldn't play a disk on any other player than that one unit, by the way. That "End Session / Close Session / Finalize" process is generally unique to each model and each player, so no other device can accomplish a Finalize Recording process.
What a sneaky thing to do.