Fin Mak’lath is one of the guards that accompanies Lando and Lobot to greet their guests on the landing platform.  This was all part of Lando’s practical joke to make Han think he wasn’t welcoming him to the city.  Of course this was followed by turning the guests over to Darth Vader, so, in hindsight it wasn’t so much as joke as it was Lando being a jerk. 

There’s very very little need for a Fin Mak’Lath figure.  That doesn’t mean he’s completely unwanted, just that nobody actually wants him.  If Hasbro were to make a 20 figure Bespin Guard battlepack, besides being a terrible seller, it would be a great place to put Fin Mak’Lath.