When a thread contains more than one unread message, open the last one instead of the first
When a new message is received in a thread that contains other unread messages, the first unread message is collapsed. This can be confusing because by selecting the thread you might think you are reading the message that just arrived but that's not true. It is preferable for the threads to be in the reverse order of arrival and to see the most recent emails first.

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zilldevel commented
Agreed.
Due to the grouped messages being sorted in ascending chronological order (oldest at top, newest at bottom) rather than descending/reverse chronological order (newest at top, oldest at bottom), it is easy to mix things up. Having an option to change this behavior from either the settings page, directly from the grouped email, or both would be a massive improvement.
In case anyone doesn't get *why* this is important: it reduces the chance of users getting locked out of accounts that are tied to protonmail. To give a concrete example:
Earlier today, I got temporarily locked out of my github account because I wasn't paying attention and thought I was using the most recent verification code when in fact it was displaying an email from a previous session that I had forgotten to delete. This is just a hobbyist account and I was just replying to a comment so I could afford to wait. Now imagine if it were something more urgent or more important like logging into bank or credit card account or trying to login to pay an overdue bill or something (where people are already not too likely to be paying much attention to things like email dates)... getting locked out of an account in that kind of circumstance would be much more serious and likely result in upsetting someone enough that they might even leave protonmail...
For myself, I had to disable the grouping setting entirely to avoid repeats of this problem (All Settings > Messages and composing > Messages > conversation grouping toggle). But this has the side effect of making my inbox display a lot messier.
edit: this appears related to / possibly a duplicate of