If you use the down-arrow to get to the next clip, you then set the out ... this is what you will get.
Why? It's the function of the CTI it doesn't separate clips, as most people think, it is attached to the clip past it on the timeline. Zoom your timeline view way in, and you see the blue tab at the top and to the right of the vertical CTI line? That shows the frame the CTI is attached to.
To get what you need, you either need to immediately tap the left arrow to step back a frame ... or search for the keyboard shortcut that is titled something like "go to last frame of clip". Assign a shortcut key to that, and use it instead of the down-arrow to move to the end.