It’s just the way it works… the functionality could likely be removed in a theme or a plugin… but I’m not aware of any sites that have done it.
These aren’t exactly what you’re looking for, but are related things to note:
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If you click the post count in the topic list, you get the option of entering on the first or last post regardless of read state:
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On a per-category basis you can set it so once all posts in a topic are read, you enter on the first post: Navigate to first post after topics are read, category setting…
