There are two options to ensure that the final list item is style tagged correctly:
Action: Add an extra paragraph marker in the source topic (the embedded list).
Result: The extra paragraph marker in the source topic will be removed when the topic is embedded, but the correct style tagging will be applied to the final item in the container topic. This option is appropriate when the topic is only used to create embedded content and not used directly in a book.
Action: Apply style tagging to the list item in the container topic.
Result: The paragraph marker after the final list item is part of the container topic so you can apply the correct style. (See the third scenario if you are following an embedded topic with another embedded topic.)