So... is Pygmalio finished or not?
NO, it is not finished.
Why?
The anime finished after the manga:
Anime finished: September 16, 1991
Manga finished: September 20, 1990
... But MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
Here you have all the anime relations we detected ordered by release date, so you can see the reason for this status in context and also use it as watching order.
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Synopsis
Pygmalio follows Prince Coult of Loon, a kind and gifted child living a peaceful life until tragedy strikes. His mother, a goddess, and many villagers are turned to stone by the envious Medusa, daughter of an evil spirit.
To save the remaining villagers, Coult's father, King Stephan, makes a pact with Medusa, promising Coult's allegiance on his eighth birthday.
However, upon reaching that age, Coult defies the agreement. He declares his intention to defeat Medusa and restore those she petrified, embarking on a quest to confront the evil spirit's daughter and undo her curse. The anime focuses on Coult's journey and challenges as he strives to fulfill his promise and free his kingdom.