With the functionality as-is? I don't believe so.
If you're sufficiently ccomfortable with java, you can modify the existing functionality. It already comes with a 'import from row' setting. You could add a similar setting, only counting backwards from the last row.
Alternately, depending on your use-case, you could run the full import and remove the last record afterward, using a regular Mendix microflow.
what i normally do is add in a tag to column A with the text delete this row, then on the datagrid where i am viewing the imported data i retrieve all the imported objects and loop through them. in the loop i have an exclusive split which checks the attribute that stores the data from column A and then either continues or deletes the object that contains delete this row. i know its an untidy way of working, but it gets the job done.