I've always imagined the jury system as being the least of all evils, not an expression of faith in the decency and competence of your fellow citizen. It's the same thing with Churchill's famous quote about democracy: just because it's better than all the alternatives doesn't mean that voters have to be even attempt to be remotely reasonable.

I'd imagine that this "last question" guideline exists because of the experience of trial lawyers, so I'm certainly not saying it's wrong. I was just surprised that that's the way it shakes out. The closing argument thing does make sense, but that seems like it would also deprive the jury of the opportunity to piece it together themselves.