Is there a name/interest for regular languages that have a non-ambiguous ending?
According to your alternative definition, you're looking for a  language such that $u\in L\Rightarrow \forall v\neq\epsilon, uv\notin L$ (where $\epsilon$ denotes the empty string).

That property defines a useful kind of language in coding, called prefix-free codes. Note that this language class doesn't include nor is included in regular languages.

So what you're looking for is the intersection of those two classes. That would be a prefix-free regular language.

As for the interest, it seems to have some, since a google search returned this research paper.