Used to be that way in DP3 (wait, maybe DP2?), and it was taken out of DP4 and integrated. At the time people thought the same thing you do now, wanting it seperate. I believe there was an attempt to do this, there was some kind of hack that got you the old finder....ISTR it was opening classic and replacing the OS X finder with the OS9 one, quitting the finder, and the old one would launch, but it was a bit buggy (it wasn't intended to happen). In the Beta, it was sometimes possible to see squares of the OS9 finder's background, but it was more of a refresh bug of some kind.
as to virtualizaton, that's something that's surprisingly lacking on the mac unfortunatly, the only thing that springs to mind would be MacOnLinux (MOL), which was discussed originally to address your question, i don't believe it was ever ported to OS X unfortunatly (quite a difficult port I'd imagine, more of a rewrite).
My only advice is to concider the options again. Use Classic to the fullest extent possible, reboot into OS9 when you need to, downgrade your OS to MacOS 9 since it might be necessary, or finally buy/repurpose an old machine and install OS 9 on it (you can use networking, use VNC maybe to get Mac-in-a-window).