Finite-size effects may significantly influence the collective dynamics of large populations of neurons. Recently, we have shown that in globally coupled networks these effects can be interpreted as additional common noise term, the so-called shot noise, to the macroscopic dynamics unfolding in the thermodynamic limit. Here, we continue to explore the role of the shot noise in the collective dynamics of globally coupled neural networks. Namely, we study the noise-induced switching between different macroscopic regimes. We show that shot noise can turn attractors of the infinitely large network into metastable states whose lifetimes smoothly depend on the system parameters. A surprising effect is that the shot noise modifies the region where a certain macroscopic regime exists compared to the thermodynamic limit. This may be interpreted as a constructive role of the shot noise since a certain macroscopic state appears in a parameter region where it does not exist in an infinite network.