LED track lighting question
You're saying "last one", but that has two meanings.  First as position: the last one in the row.  Second as time: the last one remaining. 

The second meaning is relevant here.   What's actually the case is all 4 sockets are wired the same.  What's causing the problem is removing the last (final) incandescent.  It wouldn't matter if you removed it from position 2, 3, or 1.  Once there are no incandescents left, the problem occurs.  

The root problem is one we are familiar with here, and has many, many Q&amp;A.  The short answer is a bad dimmer, a bad choice of LEDs, or a combination of the two. For LED dimming to work, you need both dimmable LEDs and an LED friendly dimmer.  Assuming you bought these LEDs prudently, it's time to look at the dimmer.