It seems like the Zorro test always shows a final trade on the last bar of the series which exits any open positions. It does this regardless of whether or not there is an actual signal to exit the open trade.

Is this correct?

Is it to facilitate P&L calculations?

I find it a little confusing: I don't see an easy way to distinguish between a theoretical close-out of an open position on the final bar, vs. an actual signal to exit the trade.