r\'\\\'
in Python does not work as expected. Instead of returning a string with one character (a backslash) in it, it raises a SyntaxError. r\"\\\"
The answer to my question ("Why is a backslash not allowed as last character in raw strings?") actually to me seems to be "That's a design decision", furthermore a questionable one.
Some answers tried to reason that the lexer and some syntax highlighters are simpler this way. I don't agree (and I have some background on writing parsers and compiler as well as IDE development). It would be simpler to define raw strings with the semantics that a backslash has no special meaning whatsoever. Both lexer and IDE would benefit from this simplification.
The current situation also is a wart: In case I want a quote in a raw string, I cannot use this anyway. I only can use it if I happen to want a backslash followed by a quote inside my raw string.
I would propose to change this, but I also see the problem of breaking existing code :-/