This doesn't make sense to me. When I click on the What's New header tab, it just takes me to a list of the 10 Latest Posts. You would see more Latest Posts (20) on the homepage widget if you bookmarked the homepage.
Firstly, strange that when I quote your message, the part that was a quote from my message does not show up...
Let's clear something up - "Latest Posts" shows the top 10 threads with new posts in them - not simply the 10 latest posts (which, for example, might have all occurred in one, busy thread).
If I visited the site and read all 10 latest threads, it would take 11 new posts in 11 distinctly different threads for the list to change in a way that would cause me to miss something.
So for now, "Latest Posts" is absolutely the best option for me. Unless I'm away from my computer for an extended period, there are never enough posts that get made in between my visits to make the oldest one brand new to me. A quick glance at the timestamp of the last post of the last thread in the list tells me all I need to know.
Xenforo doesn't support nested quotes natively, but you can use multi-quote to get a similar result.
Everything you say is true. If you visit the site frequently enough that "Latest Posts" will always include all posts new to you, then bookmarking Latest Posts works for you and I'm pleased to have such a regular reader and contributor.
But it's also true that I see the very same 10 latest posts by bookmarking the homepage, plus 10 more latest posts. In addition, on the homepage I can see at a glance whether any of my threads have been pushed out of the Latest Posts widget, who's online, and whether we have a new member. Perhaps I am more interested in some of this information now that I am in an administrative role, trying improve and grow the site.