This is some basic advise, tell me if i am wrong, why would you prick your finger for magick. You use your finger all the time. It's best to prick your shoulder or back or something , just not your finger.
I believe it is out of convenience more than anything. Fingers are easy to reach and makes it also easy to put that drop of blood where you want it. A small prick, especially when made by a tool like a lancet that makes a small clean incision, actually seals back up really quickly.
Diabetics have to prick themselves on a finger multiple times a day to monitor their blood sugar. So it isn't exactly a lastingly harmful place. If you are concerned, just rotate through the available fingers to give them more time to heal.
As far as symbolic connection, like you said the finger is commonly the director of energy (and therefore will). So drawing blood from that place also might lend more strength to the idea of using blood charged with your intent, meaning you are now connected to the desired working by body and mind.