When you think of a stereotypical college student, you probably think of someone that parties all year, studies for finals week, and then goes to party again. Those people do not just exist in pop culture; I can assure you they are real.
That said, I can also assure you that not every college student is like that. There are those that like to party, and those that don't. People have opinions about both. For many students, parties are stressful and give them anxiety, and for those people, I say to you: you're not alone.
It's okay to not go out to party. You won't miss out on life if you don't. If your friends want you to go out with them but you're really uncomfortable with it, politely decline and stick to what you're comfortable with. This doesn't mean to always stay in your comfort zone but if you don't feel safe in an environment or you think you might not feel safe then do what's best for you.
After finals you're pretty much the happiest you could be because all of your hard work will have payed off and going home might be all that you're thinking about. If you don't want to have to spend any more time with people in your hall or suite that goes out a lot, you could always go home early if your finals aren't all week. Also it's important to switch rooms if you aren't comfortable with the people you're around.
Sometimes it's hard to meet people in college if you don't go out or if you're introverted. Get involved in clubs you're interested in and you'll meet others with similar interests and I'm sure you'll find other people that don't like to go out as well.
Overall, if you don't go out after finals you're not alone.