Confirming that the last test is failing, confirms that the test would not, mistakenly, pass without the introduction of a new code. If the test is passing, then the feature already exists or the test is producing a false positive. If that's the case and the test actually always passes independently of the implementation, it is, in itself, worthless and should be removed.
A test must not only fail, but must fail for the expected reason. In this phase, we are still in the red stage. Tests were run and the last one failed.