In Moodle 2.0 build 20101130 (upgraded from 1.9.9) I created a test lesson.
Unlike in version 1.9 in test lesson's preview mode there is no warning that this is end of the lesson. The jump takes me straight to the course main page.
It makes no difference whether the last page is a question page or a content page. Also I have not noticed any difference after setting last page's jump from a "next page" to the "end of lesson".
I find it odd bahaviour but possibly I am wrong.
One way round is to make last content page with button "end". But what if I want to end with up just with question pages?
Any other suggestions what I am doing wrong? Any comments please.