right now you can't insert a new track inside a folder into last position, at least i don't think so, so you need to right click before last track and insert, and it inserts as before last track in folder. if you right click on last track in folder and insert, it inserts outside of folder. not the biggest deal in the universe, but still, would be nice if track inserted into proper folder.
You're correct that if you insert a track after last track in folder it inserts it outside the folder. When you think about it, REAPER has no obvious way of knowing whether you want this track in the folder or not. It inserts the track just after the last track in the folder, but it's very easy to put your mouse over the track number and drag and drop it into the folder. Takes about a second! ;)
Love it ... I'm only 12 years and 8 months behind the times. Just came across this. Also has the disadvantage of not matching the folder compact settings. Extra lines in my script ...