The callback finished works fine for me.
The above example prints:
LogPython: <Object '/Engine/Transient.UnrealEdEngine_0:MoviePipelineQueueSubsystem_0.MoviePipelinePIEExecutor_1' (0x0000018BB1F5DD00) Class 'MoviePipelinePIEExecutor'>
LogPython: True
I have not tried burn-in settings.