There is accumulating evidence for lasting dysfunctions in some men who stop taking finasteride or dutasteride. The most common clusters are 1) sexual dysfunction, and 2) neuropsychiatric events such as depression, anxiety, panic attacks and suicidality.

The connection with depression is discussed in:
Saengmearnupap et al. The connection of 5-alpha reductase inhibitors to the development of depression. doi: 10.1016/j.biopha.2021.112100
I am unable to post links at this time, but you can search for the title or DOI.

This paper, also publicly available, describes a range of dysfunctions associated with finasteride in the Introduction:
Khera et al. Penile vascular abnormalities in young men with persistent side effects after finasteride use for the treatment of androgenic alopecia. doi: 10.21037/tau.2020.03.21. PubMed Central ID: PMC7354335

More materials:
• Summary of risks of finasteride: search for "weighing the risks of taking finasteride" in a search engine.
• Research organized by type of dysfunction: search for "finasteride research by system & function"
• Commonly reported adverse events: search for "+finasterideinfo adverse event data"
• Statements of doctors who do not think finasteride for hair loss is worth the risks: search for "finasteride doctors expressing concerns"