The use case:
We use PlayMaker to control what our characters do. We originally would add gravity to a character's velocity in most of their custom actions.
Instead of making almost all our actions run the ApplyGravity() function, we were attempting to make a separated "ApplyGravityEveryFrame" action that ran as long as we were in the state.
Our workaround:
We just made our other custom actions able to optionally raise an event when done. This forces a transition to occur without waiting for other actions to Finish().
Or sometimes we may just call ApplyGravity() from within the other custom actions directly and not use the "ApplyGravityEveryFrame" action for that state,
Final thoughts
This is the only time I've ever wanted an action to run OnUpdate() even though it had already Finished(). Our workarounds work well, so I don't suggest changing PlayMaker for our one case!