Ich halte das Komma ebenfalls für falsch, aber auch bereits das erste. Denn "last but not least" schreibt man laut "Shorter Oxford English Dictionary" (aber auch laut dem "Großen Muret-Sanders") ohne Komma:
last but not least last in order of mention or occurrence but not of importance: last but not least Gary in midfield has been brilliant | last, but by no means least, much still needs to be done to improve public attitudes.
© Shorter Oxford English Dictionary (Sixth Edition)