Is it ok not to use Finasteride after a hair transplant?

If you are investing in a hair transplant procedure, it makes a lot of sense to also prevent more future hair loss so that the results of the transplant procedure look the best they can for the longest time possible. Medications like finasteride (Propecia) and minoxidil (Rogaine) are not so much to support your transplanted hairs (they are going to stick around regardless) as much as helping you keep as much of your "native" hairs as possible. The more native hairs you hang onto after your procedure(s), the better and fuller your look will stay.
If you have had sexual side effects with Finasteride in the past, I suggest the following:
1. Do a short trial of finasteride again. In a large portion of patients, they don't get the side effect again. Or try a lower dose or taking it less frequently (every other day instead of daily). This is by far the most proven and effective treatment against the underlying hormone issues that cause Male Pattern Balding.
2. Use minoxidil as suggested twice a day. While it doesn't treat the underlying hormone issues like finasteride does, it still helps keep hairs growing, and that's part of the end goal.
3. Low Level Light Therapy (LLLT), often referred to as Laser Caps (or combs), can be another add-on treatment. More evidence keeps coming out showing that it can be effective when used regularly.
4. Unless you are severely depleted in vitamins, most supplements are not going to give amazing results so use them knowing that. But for the most part they aren't going to harm you, so if you want to do that along with other proven treatments it's fine.
5. Always have your regular physician screen you for other medical issues that could contribute to hair loss and/or sexual dysfunction issues.
The goal is to be vigilant but be safe.
Hope that helps!

In an ideal world, yes. It maintains your current native hair and will reduce the need for further intervention. If you have been told by your hair transplant surgeon that you have a good enough donor area to address further hair loss then it may not be so much of a big deal as you can have further surgeries down the line. 

I suggest that young patients with thinning hair  take Propecia to slow down hair loss.  The side effect profile is generally well tolerated. However, this is a discussion you should have with your treating physician.