About customer address
When the order is completed, duplicates of the the shipping and billing addresses that were used during checkout are created, and then related only to the Order. This means that editing the address from the order edit screen does not edit the address in the customer address book.

The address IDs that the customer selected (before address duplication) when checking out are the ones saved as the lastBillingAddress and lastShippingAddress on the customer. This enables you to set them as defaults for the next time the user checks out. 

The lastBillingAddress and lastShippingAddress have no use for guest checkouts as a new customer will be created for the guest.