Now, I don't mean this for the finished product! I once read a book that had "Make a better ending than this" at the end of a chapter, which presumably had been a note the author had left themselves in the drafting stage and never actually done anything about it (the whole book was fairly ropey to be honest).
No, I mean during the writing of the first draft, it can be the right thing for me to NOT finish a scene.
I can only speak for myself, but during a first draft, the aim (for me) is to get the majority of the story down in a semi-decent way. I'm mostly a planner, and so I have the majority of the key scenes mapped out before I start to write. Admittedly, these often change and there are organic changes to the plot, but the bare bones of the book are mapped out.
Some days, the words can flow and flow and I can see the whole scene - beginning, middle and end - as clear as day. Other days, it flows a bit more like treacle, and I'm not sure where a scene is going or how it's going to end. When that happens, I stick a note to myself, in block capitals, at the end of the scene. These notes can range from: STILL TO FINISH to BLEUGH! I HAVE NO IDEA WHAT IS HAPPENING HERE! When I reach that point, I know there's no point keeping on writing. I leave the scene alone and start on another scene that I can see more clearly. The idea is that I go back to those scenes and finish them off on another day, when my brain has been processing things and has come up with an ending!
Right now, I'm about 70% through the first draft of book #10. The crux of the plot has stayed fairly constant, but some of the details have changed since I started the first few scenes. Those first few scenes were like pulling teeth and after all of the scenes between the main character and one other character, I ran into the sand. I put notes on them (mostly more the 'bleurgh' kind!) and moved on. Now that I'm ~70% in, this other character has never reappeared in the book. He was part of a strand that isn't going to be written and in fact, all of his scenes will be cut (or at least significantly changed). Thank goodness I didn't spend any more blood, sweat or tears on trying to fix them!
For those scenes, absolutely the right thing to do was to stop writing them and leave myself a note, because subconsciously, I obviously knew they were wrong.
Other times, I go back to a scene and the ending to it falls out naturally because of what I've written in the next scene, or in a later scene.
I find it hard to remember that a first draft is always terrible. There are plot holes; the order of the scenes isn't right; whole scenes are irrelevant; vital scenes are missing... I need to remind myself almost daily, that a first draft is me just getting the story sorted out in my head; that the first draft is always the worst version of the book; that no one, not even my closest writer-friends, will ever read the first draft. I constantly want to go back and to polish the scenes I've written, because their awfulness pokes at me and saps my confidence. They sit there, telling me that I'm a terrible writer who can't even finish off a scene.
And then, I go back and look at some of the scenes with the 'bleugh, I have no idea where this is going' notes and realise, no, I didn't ever know where that scene was going, because ultimately it was going in the trash!
If you're writing your first draft, my advice would be not to get bogged down in a scene, but to keep marching forwards, because when you get to the end of the first draft, those 'difficult' scenes might be cut, or their solution may have appeared.