Zariski's Main Theorem(EGA IV, Thm 8.12.6): Suppose $Y$ is a quasi-compact and quasi-separated scheme, and $f:X\to Y$ is quasi-finite, separated, and finitely presented. Then $f$ factors as $X\xrightarrow{g} Z\xrightarrow{h} Y$, where $g$ is an open immersion and $h$ is finite.

Is there a canonical choice for the factorization $f=h\circ g$, at least under some circumstances?

For example, suppose $f$ factors as $X\to U\to Y$, where $X\to U$ is finite étale and $U\to Y$ is a Stein open immersion (i.e. the pushforward of $\mathcal O_U$ is $\mathcal O_Y$). Then I'm pretty sure the Stein factorization $X\to \mathit{Spec}_Y(f_*\mathcal O_X)\to Y$ witnesses Zariksi's Main Theorem (i.e. is an open immersion followed by a finite map).

In general, when does the Stein factorization witness ZMT? In the cases where it fails to witness ZMT (e.g. $X$ finite over an affine open in $Y$), is there some other canonical witness?