Unfortunately "finishing" things in the modern age, with the enemies being fought, is damn near impossible. It's not like Nazi Germany or Imperial Japan where they were tiny countries with massively strained production and ever-dwindling resources towards the end, where the Germans capitulated and surrendered with Berlin surrounded on all sides by superior forces or the Japanese surrendering after the USA proved its willingness to obliterate cities in one fell stroke.
To "win" against these Jihadis(ists?), Taliban, AQ, ISIS, all the myriad and sundry smaller cohorts in Africa and the Middle East and wherever else, you'd have to undertake a complete and systematic eradication of every single man, woman, and child who's part of it, supports it, teaches it, is taught it. Which is simply impossible without it going into really bad territory, the kind of territory that they are probably gearing up to go into. You can't beat them without wiping them out, and you can't wipe them out without sacrificing the moral high ground (such as it may be). There's no taking the gloves off anymore and signing the order to drop Little Boy on Hiroshima, because that would only strengthen the Islamists' resolve against the evil West, and ever since Vietnam those gloves have been almost glued to our skin. We can shove missiles down the throats of every top-tier Islamist commander we ID, we can put bullets through their skulls, hang them in the streets, and it won't make a single bit of difference because more will show up. It's like killing a Hydra except in addition to the extra heads sprouting from the neck, its fellow Hydras are popping out eggs at a massive rate and we can't find all the nests. And we can't just up and leave because they'll take it as a victory and their resolve will grow too and they'll carry on with all the stuff they were doing but now they have impunity.
And don't get me wrong, I absolutely want to see the whole Islamic Terrorist ideology eradicated. Completely wiped from the earth. Doesn't matter if they're African, Middle Eastern, Far Eastern, Chechnyan, or Birminghamian. But doing it in practice? No, that's not gonna happen. Leaving is the best choice we have but all it'll really accomplish is letting the other guys get more confident. We can't "finish", just "end", and I certainly agree that getting started in something else would just make that worse. We don't need to get involved with another conflict unless it can be guaranteed to actually have a finishing point.