Why do so many people play out of turn on the last lead?
It's common in all trick-based card games; since your 'move' is forced (you have to play the only card you're still holding), you're not giving away information to your opponents (or your teammate). By just playing your card the very moment the second-to-last trick is taken, you speed up the game.

Players who do this know who is in the lead; the player who took the second-to-last trick, not the one who throws his/her card first. They assume the other players know it, too. Even more: most of the times they probably already know who is taking the last trick, which can often be deduced by remembering cards played during previous tricks. E.g. it might be clear that there is one trump card left and only one person can have it.

If it's confusing you or one of the other players, e.g. because you/they are relatively new to the card game, just ask the out-of-order-throwing players politely not to do so. Card games are a social activity and if you ask nicely, they're likely to comply.