If you are not logged in, you are unable to go to last post directly in forum view.
You can easily try this by opening incognito window and going to:
http://forum.unity3d.com/find-new/posts
When you log in, the last post links will start working.
I noticed this on my phone where I wasn’t logged in.
IIRC that was never enabled for users that weren’t logged in because it needs to know which threads you have/haven’t read. In the old forum there was a “Latest Posts” button for when you are logged out, but I don’t know if that is still there.
Why would it need to know which threads I have or haven’t read if the links are always targeted at last post?
New posts doesn’t show threads that doesn’t have any new content since the last time you visited it. Also, there is a feature where it tells you that anything below x point isn’t new content since the last time you visited ‘New Posts.’