You're not doing anything wrong! One thing that might help, though, is to slip that stitch when you turn the work... so that last loosey-goosey stitch becomes the FIRST stitch of the next row, when you turn, and instead of knitting into it, just slip it frm the LH needle to the RH needle. That might make the edges a little even.
Have you noticed if those last loose stitches eventually work themselves into normal looking stitches after you knit a few rows? Then I wouldn't worry about it at all... it might just be wonky because it's still on the needle.