Think of it this way, if you (generic you, not specific you) spoke to a person at a gas station, and no one ever saw him/her again, would you say "I wasn't the last person to see him alive."?If I were innocent...it would stand to reason that I would know because I was not the one to disappear the victim. jmo
You might say "I can't believe I was/might have been the last person to see him/her alive..." or "I last saw him/her at the gas station". But you would have no idea if you were the last person to see the missing person or not, so why would you say you weren't the last person to see them? If they ran off a cliff, you might well HAVE been the last person to see the missing person alive.