because, he just came back, so hes like "tis time to [censored] some [censored] up" and then he unknowingly caused his own demise by [censored] said [censored] up.

it is mearly where he emerged dazed confused and enraged from the time wound.

Probably the same reason as why does Ysolda want a mammoth tusk and the companions are always attacking a giant as you approach whiterun the first time.

Because: irony, and the game would never have begun if he or someone else didn't "happen to" save us.

Unfortunately, that is the definition of "Last", just like Martin was the Last Septim.

I do find it as more like a marketing scheme than an actual flow of thought. Just like "The Last Airbender", being "The Last" means great hope is burdened upon you, and great things are expected from you, befitting a legendary hero. It makes you think you're special, and you'll be able to do things people normally can't, and your name will outlast the dragonborns before you.

However, it does not mean that a dragonborn is really necessary to fight the dragons. The only dragon capable of resurrecting other dragons is Alduin, and Alduin himself is no longer in this world, and there is no mention whether Paarthurnax is capable of it or not.

This means, so long as Alduin is not present, men can actually kill the dragons without worry. Their soul is eternally awake, but without a body to do harm, there is no point, just like what had happened for 3 eras

There are more Airbenders though now. That's my point. "The Last..." is a something that sounds good, but probably doesn't carry a lot of weight. Since Akatosh grants the gift of being Dragonborn, he'd have to be the one to disappear for there to be no further Dragonborn.

Martin is genuinely "The Last Septim" because the bloodline literally ends with him. Divine intervention can create another Dragonborn. "Last" just makes things sound cooler. Plus, the people who wrote the prophecy thought there were two outcomes:

1: Alduin wins and destroys the world. No further Dragonborn.
2: Alduin is killed (as well as the rest of the dragons probably), so even if there were Dragonborns, there would be no souls for them to absorb, meaning there's no way to tell if they are or not.

But Alduin's soul wasn't absorbed, so it's possible he may return again. If that's the case, whose to say another Dragonborn might not rise up and challenge Alduin to save the world?

This is what I'm thinking as well. Bethesda wanted to make a cool intro with the wagon, execution, and dragon. I always considered Alduin appearing a (poor?) plot device.

Though I must say I'm liking some of the theories, like the proximity to the Time Wound one. But I'm still not convinced.

Which is why I said Alduin is pretty much screwed. Akatosh can basically create as many Dragonborns as he like, but a Dragonborn will only be not needed if there's no dragon to be killed. The "Last Dragoborn" does not imply that only someone is truly the last, perhaps if a particular dragonborn failed, another will come into action, and the prophecy will only be fulfilled until the very last one (the one that managed to defeat Alduin) emerges victorious, thus fulfilling the prophecy and NOT cheating (but does play a lot with words)

Alduin may return, but in the mean time, there will be non-Nordic legends that will spring to life and non-Nordic problem that threatens the world (Altmer comes to mind). The prophecy explicitly states that a dragonborn will come to fight the World-Eater, implying that this world was meant to be saved. If Alduin actually comes back to life, and there is actually no dragonborn this time, perhaps it is time for this world to be remade anew, and the Aedras agree with that

actually i would say that he went there to "farm souls" and/or keep the war going on for more souls

whoever finished the mainquest should know what i mean.