I would think finger dexterity has more to do with what a person does with their hands for work and for fun, not an insult.

I should've clarified that my hypothesis would be that societies without the insult would have a marginally higher dexterity on average, namely because moving your middle finger independently to do mundane things or use more frequent middle finger gestures wouldn't be associated with a very offensive insult.

I'm not sure exactly what things or gestures, but I speculate that's because I grew up in a society where having only my middle finger outstretched would be both a) mentally associated with and b) actually risking insulting someone.