Saw Lily Chin do this on Knitty Gritty episode 308 (sounds similar to what Sara does) and I've done it ever since: With tail on tapestry needle, insert into first bind-off chain to the left of the first st. Go under both loops of that chain, then insert the tapestry needle back down into last chain (the place where the tail popped out of to begin with). Pull slightly to even this out, then weave in end to the back of work.
But now I have to try Sue's technique - sounds easier!
I think you're right, Sue. The tapestry needle method creates another matching stitch, like swiss darning does, or actually probably closer to the kitchener stitch, since it bridges that gap, just as your extra stitch does. And when I make the final plunge into the last stitch it kind of sucks it down into line with the rest of the row.