Every non-round robin match at the WTF should be best of five. There shouldn't be any round robin at all, but that's an issue for another thread.
There are obvious reasons not to have best of five finals at most Masters, but I'd like to see those Masters that are considered 'fifth slams' get a BO5 final again. Rome is a no-brainer and I'd also give the format to IW. Shanghai is in no way a 'fifth slam', but its place in the calendar could make it work as a BO5. Also, the format only works if there's no Masters event the following week; IW would have to trade positions with Miami. Otherwise they could make Miami BO5. That would have made sense when they were the stronger US sunbelt event, but it would feel rather undeserved with how those two tournies currently compare.
And I agree that it's quite amusing that this question would come up after today's NID match.