If you do not have OneWorld status, you can only pre-select a seat FOR FREE if you book a First Class redemption.

In all other cases, inc Club Europe, you must pay. But you would be a mug if you did, in my opinion.

And as you have Cathay Gold, you DO have free seat selection. Use the Finnair site to take you BA number out (if its already in) and replace it with you CX numbe. Go back to the BA site and you can select seats.