With finasteride, you never know what you're going to get.. It might go away after a month or so of taking it, and your body finds an equilimbrium, or it might not go away till after you stop taking the drug. Or if your like me it may never go away.
If it were me, i'd stick with it with or without the side effects going away, bc you can still get erections just fine as you say... It just depends wheather you want a high sex drive or keep your hair.