It could also be that MacFinns father (whomever held the curse before him) had the circle built a LONG time ago and whomever helped him was no longer available?
Pretty much what I'm thinking. His father, or mother, or grandparent, or whoever had it last passed it to the latest MacFinn. No idea how far back it was made. I just don't think it was MacFinn himself who had it built.
Aside from that, why wasn't there a backup plan? A second circle somewhere he could go? Seems like quite a bad oversight for someone who Hulks out and murders police precincts every twenty-seven days. EDIT: Duh, that's what the Northwest Passage project thing was all about. Preserving my question as a permanent reminder to myself of my own stupidity.