The LAST option and syncpoint flows on MRO sessions
If an MRO conversation is terminated by a SEND LAST command, without the WAIT option, the WAIT implicit in all MRO commands is applied, and the data is transmitted. However, in anticipation of subsequent syncpoint flows, CICS® does not send the LAST indicator with this data.
If the conversation is not to be involved in the syncpoint (for example, because the partner transaction does not access any recoverable resources) you must specify the WAIT option explicitly on the SEND LAST command to force the LAST indicator to be sent with the data. Alternatively, you could follow the SEND LAST command by a FREE command.