OK, I went through the code and found out Yoast made a logical error, maybe he needs more coffee or something :-)
On line 575 of class-frontend.php under the comment // Fix paginated pages canonical, but only if the page is truly paginated.
$numpages = substr_count( $obj->post_content, '<!--nextpage-->' ) + 1;
if ( $numpages && get_query_var( 'page' ) < $numpages ) {He forgot to cater for the last page in paginated which will be equal to $numpages
Just add '=' so it reads
if ( $numpages && get_query_var( 'page' ) <= $numpages ) {
All set.