Well, the feature is primarily meant to help those who have trouble loading long threads. The way it is now, they have to load the first page before they can get to a link to get to the last page. Seems to me, it would be best to take them to a page with links to all the pages for a thread (but no messages on that page of links), or to take them direct to the last page with links to the others.
-Joe Offer-