Cats may be curious about the finger and want to explore it using their lips and teeth. This may be because cats are naturally exploratory and curious, and may use their mouths to explore things around them when playing. Additionally, if you frequently feed your cat with your fingers during training, they may learn to treat your fingers as food.
If you don't want your cat to become obsessed with eating your fingers, try protecting them with nail caps or gloves, or by providing them with suitable toys to divert their attention. If this behavior causes you concern, you can also consult a professional veterinarian to help you understand your cat's behavior and give you advice.