As a soft spoken male I get interrupted all the time, usually not for efficiency. There's rarely been an interruption where I personally thought it was justified.
The interruptions for clarification and false assumption are not the interruptions OP is talking about. In the example given, person B does not try to actively take control of the conversation, just quickly inserts a correction and allows person A to continue. So there's no need for persona A to say "let me finish my thought".
It's not that women should be made to feel more comfortable giving these soft types of interruptions... it isn't that hard to correct someone's factual mistakes. It's that interruptions are used by dominant people as a political tool to assert hierarchies and for control. Women do it too, it's not a gender issue but I can imagine it more difficult in gender imbalanced teams and with gender stereotypes in play.
In my opinion if a person has to say "can you let me finish my thought" the interruption is never justified. Even if someone is rambling or mistaken, there are better ways to deal with that - for instance, asking them to be more concise in their presentation of their point. Being proud of a culture of interruption is admitting politics is how you make your decisions and how your team works together.