The "Capture last region" option uses the window title of the currently-focused window for the screenshot's filename, rather than the window title of the target window.
For example, if the window title of the region that I last captured is "Computer" and the window title of the window that I'm focused on is "new 1 - Notepad+" then the screenshot will be named "new 1 - Notepad+", rather than "Computer" as desired.