Misaki is correct in her analysis of the last 2 reported issues, except that these handles are incorrect:
The handles are not separated, so the "before" handle should be in line with the "after" handle (which is the handle of the first key).
Regarding the unwanted interpolation, when setting a key past the last key, Spine uses the curve type of the previous curve, which is Bezier. Spine then computes handles on the right side of the previously last key. That may or may not be what you want. We can't know, so we do something reasonable.
Fabiano I have never seen anybody relying on that automatic feature, and I personally think it's such a difficult thing to predict and control that one always ends up correcting the last curves anyway
I expect if we made it linear you would find it a pain in a fair amount of scenarios. Even if the new Bezier handles aren't what you want and need fix up, at least you don't have to also change the curve type to Bezier AND fix up the handles. For situations where the keys are closer together, it is more likely that the handles are close to what you want.
If you want no interpolation, after using Key Selected, select the previously last keys and change to stepped. It's 2 clicks if all your last keys are on the same frame. If not, selecting the last keys for each timeline can be a pain -- maybe we could add a hotkey for that. Also it could still be a problem if your workflow requires those 2 clicks very often, but typically needing a "hold" like this isn't super common.
Sort of related, the Separate button affects how curves are handled when new keys are pasted. When enabled, handles are preserved when you paste. This doesn't help your use case to add a "hold" for the entire animation, but it can be useful in other situations where you don't want Spine's helpful Bezier handle adjustment when you paste.
