I’m not sure why the finish of a splash horizon would feel different than a solid so I can’t comment about that.
I do a ton of fingerspins on all of my yoyos and I get very faint scratch marks on some of them too but it doesn’t break ano so I’ve never thought much about it.
As for practicing with the new finish as you said, that might fix it. I’m not sure why but in my experience, brand new yoyos don’t fingerspin as well or feel as smooth on a fingerspin until you do a few dozen to break it in I guess.