Hi, if you are just trying to end the wall by turning the gypsum, you have to use the "returned end" option, this will let you turn any skin you are using on the wall composite, regardless of the material.
You are probably using the "case end" option, which is a little different, and in this case this option uses surfaces not materials, so you won't find materials there but the list of surfaces in the project. If this is the option you want anyway and you want to use the same gypsum look, then you have to go into the gypsum material and see what surface and fill the material has, and assign it to the wall end "case end".