As the title suggests, this has always bugged me. They can't take it at level 1 (same with weapon focus). If you want to make a combat rogue, you basically go strength or accept a gimped build which seems weird for a class you would classic associate with being nimble. It also means most dex rogues end up going shortbow rather then making us of the many cool daggers/short swords etc.
And finesse training with same rules as fencer would be cool too.
Giving every combat character weapon finesse seems like it would be fine in my opinion
Dex builds are for pussies.