Let's pretend you are having a presentation or a meeting, if you say "The last thing that I wanted to say would be.." refers to a comment or still something that is part of that meeting/presentation. (Even though I used wanted it still is in reference to the future_ as you are about to say it) You are open to discussion.
@Emanuel Guerra, thank you so much as your answer provided me a very clear-cut view about the distinction between the usage of "the last thing that I want/wanted to say would be/will be .. ". Thanks again.