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If we know the final witness/scriptsig for an input we should add it right away to the PSBT. Before, if we couldn't finalize any of them we finalized none of them. Also we don't try and re-finalize inputs that have already been finalized.
This is needed for foreign UTXOs since you don't have the descriptor for the other guy's input^.
Ready for concept acks but I'll write a test for it before merge.
^It would be nice if we could attach descriptors to PSBTs. I am not sure what the approach should be for validating finalized witness/scriptsig.