The user should have this option!

I wish people would stop saying "all NLEs behave this way"
that doesn't make it a good feature, or a reason not to offer a way to mark out points more logically / intuitively. That's why it's a feature request. I'm one of the many people who wants this feature because it makes no sense to me that I jump to end of clip or sequence, mark out and export with an annoying extra frame of the beginning of the next clip (or 1 frame of nothingness at the end of my sequence) where is that useful? Not interested how common it is amongst NLEs. I also hear most or many of them offer 'inclusive' or 'exclusive' modifier keys for marking out points.

Just my 2c

Mark out with the playhead? Move left one frame, then mark out. All NLEs work this way, to my knowledge.

Note that Mark Clip does this automatically for the Out Point.

That said, Avid has a shortcut so you can snap to the edit point.
Maybe that would be the best compromise.

It does indeed make sense, the way that it works right now.
But, for those users who really want it, there surely could be an additional shortcut for "Set out point one frame prior" or something.
The user could set this to O, or to zero, or whatever. Now everybody's happy.

(Except for anyone who uses someone else's workstation without realizing that they might have it set up this way. But a professional is gonna want to bring their own shortcuts anyway.)

And yes, it can be done with AHK - though I recommend that nearly all shortcuts that will be triggered with AHK should include the CTRL modifier. Fortunately, you can assign multiple shortcuts per command, so that is easy to set up.

I agree that there should be an extra shortcut key available.

The way it behaves is normal, and that's how it should work because the "out" point marks the last frame in the selection. I'm used to it working that way, and I know when I need to move back one frame to make the right selection.

However when I think about the way I edit, I would very often have a use for setting the out point to one frame back, so an extra key to do that would be great (ideally without moving the playhead)

If you want to set up a macro, some of Taran van Hemert's tutorials using Autohotkey on Youtube would help achieve it - move back one frame, set out point, move forward one frame.

This is the ONLY design that makes sense.