I am noticing this odd behavior when clicking on threads from my bookmarks.
I seem to be brought to the last page instead of the latest unread post at times, though I don't know the exact circumstances in which it occurs. I've noticed it happening most recently/obviously in the SE podcast thread (
https://forums.penny-arcade.com/discussion/229762/there-are-other-podcasts-than-giant-bomb#latest), but I don't think it's necessarily thread-specific. I've checked the URLs each time it's happened, and they do end with #latest, but I miss things on the previous page (given the context, I do wish I hadn't gone back in that thread specifically...).
This has happened on both my desktop and mobile browsers.
Desktop: Chrome 78.0.3904.70, Mac OSX 10.14.6
Mobile: Chrome 77.0.3865.92, Android 10