You're absolutely correct. The following would completely work:

1. Get ready to perform a Finney attack.
2. Gamble some coins.
3. If you lose, go through with the Finney attack. Otherwise collect your 1250 BTC from satoshidice.

Is anybody doing this? I don't know.

You're absolutely correct. The following would completely work:

1. Get ready to perform a Finney attack.
2. Gamble some coins.
3. If you lose, go through with the Finney attack. Otherwise, cancel your Finney attack, and collect your 1250 BTC from satoshidice.

Is anybody doing this? I don't know.