I suppose you mean the right-hand side bar, but there's always the option of clicking instead on the link, in the main list, saying "last by so-and-so at such-and-such a time", which gets you where you want to go.
Well, by definition, latest posts will appear high up in the "recently answered" tab, either on the main page or in the relevant board.
All the same, now that I think about it I would have thought it makes sense for the "latest posts" link to go to the latest post in the thread, rather than to the header.
Hi AOG,
Good suggestion. I'm going to create a poll, let it run for a few days, and if the general consensus is that going directly to the last page would be better, we'll look into making it happen.