I'm somewhat opposed to an admin option for this. Once you get used to the new behavior (going to first unread post by default), it actually works a lot better. It would be a lot more efficient for all users to be able to "count on" this behavior on any XenForo-powered site they might visit, instead of some going to the first unread post and some going to the beginning of the thread. That's my take on it anyway.
I agree with Enigma on this. Kier and I have talked about it a number of times. If there's going to be an option (and there probably will be IMO), it has to be a user option. Otherwise they have to change their expectations on every forum.