Handle Exit exception in pytest_sessionfinish

Similar to a7268aa (https://github.com/pytest-dev/pytest/pull/6258).

testing/test_main.py

@@ -1,5 +1,8 @@
+from typing import Optional
+
 import pytest
 from _pytest.main import ExitCode
+from _pytest.pytester import Testdir
 
 
 @pytest.mark.parametrize(
@@ -50,3 +53,25 @@ def test_wrap_session_notify_exception(ret_exc, testdir):
         assert result.stderr.lines == ["mainloop: caught unexpected SystemExit!"]
     else:
         assert result.stderr.lines == ["Exit: exiting after {}...".format(exc.__name__)]
+
+
+@pytest.mark.parametrize("returncode", (None, 42))
+def test_wrap_session_exit_sessionfinish(
+    returncode: Optional[int], testdir: Testdir
+) -> None:
+    testdir.makeconftest(
+        """
+        import pytest
+        def pytest_sessionfinish():
+            pytest.exit(msg="exit_pytest_sessionfinish", returncode={returncode})
+    """.format(
+            returncode=returncode
+        )
+    )
+    result = testdir.runpytest()
+    if returncode:
+        assert result.ret == returncode
+    else:
+        assert result.ret == ExitCode.NO_TESTS_COLLECTED
+    assert result.stdout.lines[-1] == "collected 0 items"
+    assert result.stderr.lines == ["Exit: exit_pytest_sessionfinish"]