I'm not sure I'm seeing what you're seeing, so if you can walk me through the expected behavior and the behavior you're getting, I'd be happy to look into it further.

I've clicked on the last post in the topics listing (postlist.php) as denoted by the last poster's username and I get taken to the last post in the thread.

If I just click on the thread's subject link, it takes me to the first post in the thread (which it does on other forums I try too).

Also, you may try clicking on the "Mark All Read" option at the bottom of your profile page. This resets all the boards "read" pointers for you and will mark all messages read for your account (basically helping you start anew).