I have noticed when you click on a message in Recent Posts you are taken right to the message at the end of the thread.
When you click on the message from Unread you are taken to the first message of the post.
Not sure if this is common but found it strange.
Always been like that. From the Unread list there are two options. Click on the New icon and you see the new messages. Click on the thread title link you get the first post in the thread.