Hm, Im quite sure that finished research does not throw an interrupt!
I belive, you are right and wrong at the same time
You are right in that if, for example, your research will be finished in 16 hours, aurora will not stop to tell you so.
You are wrong too, because research and construction are not checked on a minute by minute / hour by hour base but only every 5 day increment (I belive Steve said something about lessening the strain on the system)
If, during the last 5-day-increment, a research project finishes, an interrupt will come up at the end of this 5-day-increment, stopping auto-turn and telling you about it.
Personally, I make sure, I have a follow-up research project in the queue, to prevent wasting research points.