Purpose
Finalize data flow security is a stored procedure which takes information from tables of KB and saves it in the Analysis Service database (Knowledge Base).
Below is the screen shot which shows where this step comes.
The Loglines generated by this task is shown below
Finalize Data Flow Security
CAST-MS<ID>.log.txt
Finalize Data Flow Security
INF: 2016-09-12 13:31:04: starting Task Finalize Data Flow Security in "cast_80_sup_local"
INF: 2016-09-12 13:31:04: Task message: No Task message
INF: 2016-09-12 13:31:04: No associated log file
INF: 2016-09-12 13:31:04: ending Task Finalize Data Flow Security in "cast_80_sup_local"