Hello,
I think this should be the solution:
In the folder where you have your photos in Finder click "Cmd-A" (To select all) then click "Space-bar" and your will now be able to cycle through all of the photos in that folder as normally with your arrow keys.
AND, if you want to acces full screen mode directly as you cycle through all of your photos in Finder. Then after having selected all photos by "Cmd-A", click "Alt + Space-bar" at the same time and a full screen mode where you can cycle though all of your photos appears.
Hope it helps. Anyhow, I also hate the way Apple think that Finder should work. I payed 3k for this...