EDIT: This doesn't deal properly with the empty set, I will hopefully fix later.
Given a functor $F$ from $(\operatorname{Finite Sets}, \operatorname{Isomorphisms})$ to $\operatorname{FinSet}$ and a subset $E$ of $F(0)$, we can construct a natural functor from $(\operatorname{Finite Sets}, \operatorname{Injections})$ to $\operatorname{FinSet}$. The construction sends a functor $F$ to the functor $F'$ given by
unless $S$ is empty, in which case it is $F(0) \setminus E$.
To see the map is injective, suppose that $x \in G(S)$ lies in the image of $y \in F(A) \subseteq G(A) $ and $z \in F(B)\subseteq G(B)$ for two subsets $A, B$ of $S$.
If $A=B$ then we can apply a left inverse of the inclusion $A \to S$ to see that $y=z$ in $G(A)$ and so $(A,y)= (B,z)$ in $F'(S)$.
If $A\neq B$, assume wlog$B$ contains a nonempty proper subset which contains $B \not\subset A$$A \cap B$, and let $m$ be a left inverse of the inclusion $B \to S$ which sends $A \setminus B$ into $A \cap B$this proper subset. Let $i_A$ and $i_B$ be the inclusions of $A $ and $B$ into $S$. Then by functoriality $$ G_{i_A} (y) = x = G_{i_b}(z)$$ and so $$z = G_m ( G_{i_b}(z)) = G_m( G_{i_A}(x)) = G_{m \circ i_A} (x) $$
but $m \circ i_A$ factors through the inclusion of $A \cap B$ into $B$, so $z$ lies in the image of $G(A \cap B)$ which contradicts the assumption that $z \in F(B)$. QED
This second case only fails if $B \subseteq A$ or $B$ has one element. By symmetry, we are also good unless $A \subseteq B$ or $A$ has one element. Because we also handled the cases $A = B$, the remaining cases are when $B$ and $A$ both have one element and are equal. In this case we have an isomorphism between $A$ and $B$ and left inverses show that this isomorphism sends $y$ to $z$, but injectivity can fail. To fix injectivitiy, we move these elements from $F(1)$ into $F(0)$ and place them in $E$ (the set of evil elements).
(or $|F(0)|-|E|$ if $n=0$) so if a sequence $a_n$ arises from any functor from finite sets to finite sets (and not just a monad) we must have
for some sequence of natural numbers $b_k$, with $a_0=b_0-e$. This gives the inequalities described by Valery Isaev.
Conversely, for any functor $F$ from $(\operatorname{Finite Sets}, \operatorname{Isomorphisms})$ to $\operatorname{FinSet}$ and evil subset $E$, if $F(0)\neq 0$$F(0)\setminus E \neq 0$ and $F(1)\neq 0$ we can extend $F'$ to a functor from $\operatorname{FinSet}$ to $\operatorname{FinSet}$, and in fact to a monad.
To do this, fix $c \in F(0)$$c \in F(0)\setminus E$ and thus in $F'(S)$ for all $s$, and fix $i \in F(1)$ and thus an injective natural transformation $i: S \to F'(S)$ for all $S$.
Also Valery showed that if $b_1$ is zero, we must have $b_0=0$ or $1$ and all higher $b_i=0$. So the main case of interest is when $b_0=0$ and $b_1$ is not zero. In this case there may be more restrictions on the $b_i$s.