Can you point to an example where the last comment appears first?
Without seeing an example, two explanations occur to me:
If there's a wiki, which appears at the top of the thread, someone might have edited that to include the final comment. (The same could also be true of the first post.) For example, if there's a "Do" (FT get together), the organizer will often paste all RSVPs into the first post so there's a consolidated list that's easy to find.
Alternately, if you happen to click the little blue box with a v in it to the left of the thread title, you'll be taken to the first post you haven't read, which may be the last post. FT is a little weird in that if it's an old thread -- even one you've never read -- it won't take you to the first post but rather to the first recent post.
Could either of those explain what you're experiencing?