The situation can be complicated when you consider various scenarios. The advantage of the "Last Only" header/footer support is that it works in Gendata/Genprint and in Entry; and works when there are multiple recipients defined on the document that might get a different number of pages. For instance, you could have a document going to two different recipients where one recipient gets 2 pages and the other sees 3 or more pages. In that scenario, the "last page" is different for each recipient. In addition, an interactive Entry session can cause additional pages to be added (or removed) based upon the user editing the document. So what might have been the last page coming out of Gendata before being kicked to WIP is no longer the last page by the time the document needs to print. That is why the "print control" options require that the section actually exists on all the pages of the document - because for a given recipient or a given print situation, the last (or even first) page can be different.
Now your situation may be simpler. You may only require a single Gendata pass and not expect the document to be kicked to WIP and modified after the fact. And you may only have a single recipient or are sure that all recipients receive the same view of the document pages. If this is the case, then you might be able to manage your process using a "dummy" footer and a follow-up DAL script. The dummy footer can be either a placeholder section or a physical section with little or no content. In fact, you may already have some other footer that you are allowing to print on all the pages except the last. If that is the case, then this may server the purpose you need already. The idea would be that by having a footer that appears on all the pages (with whatever size or content is helpful), you now have something you can search for using DAL and then dynamically add your final footer after the document mapping has completed but before you finalize the document for print. The idea is to use the DAL "occurrence" support to find the last occurrence of the named section and then add your final section at that point. Adding a section will cause the page to re-paginate and apply origins, so you should be able to get the placement you desire. The only caveat that might remain is what to do if you have a situation where adding this last section also causes the addition of a new page. So you might have to add some additional logic to determine if you encounter that situation and know to add your footer to a new page instead of onto the same page with your dummy section.