Uh oh!! We have some finger draggers here! I almost never drag my finger along the caulk bead. You shouldn't need to if you applied it correctly.
If you cut the tip at the proper angle, hold the cauking gun at the proper angle and move at the right speed, you shouldn't need to go back over it with your finger. Dragging the finger across the bead can make a real mess that makes the project look crappy IMO. Especially if you use silicone caulk.
I'm no expert, but I just finished remodeling my entire house including a kitchen and a bathroom. I did plenty of caulking in the process and arrived at a few simple tips for caulking.
One of the important things is to have the right joint prep. For example, when you tile a back splash or tiled corners in a shower area. You want a slight 1/8" gap between the two surfaces, so any movement between the two surfaces won't crack the tile. When you caulk that gap, the gun should be angled so the caulk gets squeezed into that 1/8" gap. That's what helps to anchor the bead in place. Another thing, most caulk shrinks as it dries. The bead will usually look much better then you think it will once it dries. In most cases, it will appear that it got sucked into the gap a little bit after it dries. The other thing I do is to first look at all the places I need to caulk for the project. I first cut my nozzle as small as possible and do all the little gaps first. Then I cut the nozzle larger and larger as I move my way up to the bigger gaps.
I have a few exceptions to the finger dragging. The main one is when caulking base boards and door casing. I use painters caulk for that, and clean the excess caulk off with a wet rag. I want a real crisp, 90 degree line between the moulding and the wall, so I get the right kind of reveal and a nice crisp paint line.