Reminds me of a quote from Boston Legal. I'll see if I can't dig it up…
"This is potentially your problem. How do you motivate a corporate conglomerate to fix a defect? You make it too expensive for them not to."
- Denise Bauer, Boston Legal (2005)

Indeed. Brock killed that guy on an earlier episode, actually. Check S03E02; I'm fairly sure that Brock killed him while dressed up as an Indian diplomat when Dr. Venture was trying to wow General Manhowers.

Maybe it isn't that he wants to be a cyborg, per se.  If there's any personality or experience overlap between separate lives, it could just be that his previous incarnations have dealt with it to the point that Finn's already subconsciously used to the idea of prosthetic limbs.  Hell, his previous selves may have…