I've found this to be device specific. When I click on a new post on my laptop, I get that thread's first post, even if the new post is pages later. Unless the thread has multiple pages, and I click on one of the page buttons, then I get the first post of that page, but still not scrolled down to the newest post.
But when I click on a new post on my iPhone or iPad, I get the new post. And I think I've seen that not work like that, intermittently.
So I think its the way the interface is coded, and slightly different from device to device. I haven't found a setting that controls that behavior. And I haven't tried other browsers to see if its a browser thing.
It's not consistent, whatever it's doing...