As you alluded to in your other thread, this is indeed down to the read marking data.
If you have never viewed the thread before, or the thread was last viewed over 30 days (default) ago then we wouldn't know how far you have read into the thread.
When that happens, it takes you to the first post.
Note that the button you refer to says "Jump to new". Not "Jump to unread". We can't take you to the first unread post, because we don't have the read marking data anymore.
So "new" in this context is the first post which was posted within the last 30 days (30 days being the auto read-marking data lifetime).
I guess you may see it more frequently in certain forums, like the HYS forum, because you may not visit there routinely or there isn't as much activity there.
I did a number of tests, and it was only this scenario which yielded the results.
The only other thing would be if you are clicking the date-line link rather than the thread title. The date link always takes you to the first page of the thread.
