I've noticed that when I click on a notification that says there are new posts in a conversation I'm following and multiple people have posted since I left it, it will take me to the post by the person referenced in the notification. So I end up at the last post rather than the first new one.
I know, it is a minor annoyance for me too. Fortunately, if you scroll up you will see the New marker when you reach the newest new post, so you don’t have to guess where you last left off in the thread. But it’s still friction to the user experience. (Tagging @Chris, @kevin)