Why is this an issue?

Empty finally blocks are superfluous. The purpose of a finally block is to be executed regardless of whether an exception was raised within the try block, so an empty finally block has no effect.

How to fix it

If there should be something in the finally block, add it:

try
  DoSomething;
finally
end;

try
  DoSomething;
finally
  Writeln('All done!');
end;

If not, the try/finally statement can be removed:

try
  DoSomething;
finally
end;

DoSomething;