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Huh. I see you have a K3, as do I. I'll just run through one more time, step by step what I do to jump to the last page, in hopes it will help:

Home screen sorted "By Most Recent First." I have 31 pages listed.

I then type: ALT+E+Q, and the search box at the bottom appears with "31" entered. Next to the 31 it says in gray "click to go to 31" and to the right of that is the un-highlighted bubble that says "search my items."

I then press the return key (bendy arrow to the right of the Sym key), and I jump to page 31. (If I use the center of the 5-way instead of the enter key I also jump directly to page 3.)

If, however, I right click the 5-way to highlight "search my items" then click, I get a search of all my books for the string "31"

So, perhaps you weren't clicking the 5-way or the return key just after typing in the page number? I.e. you do not want the little bubble highlighted, don't use the 5-way arrow keys at all.