Hi Erwin,
There is no good solution for this scenario since a selection is a selection regardless of how it was created. The last line of a document is tricky because the caret can't be moved to the next line to trigger a "full-line" selection, as there is no next line in that case. Thus pressing Tab when the last line's text range is selected needs to do one thing or the other.
It looks like Visual Studio 2015 does exactly what our latest code bits do. With any start to end selection on the last line, when Tab is pressed, the text is indented.
We will likely stick with this behavior. It is a better option since to get the replace with a \t behavior, you could simply press Del and then press Tab. Whereas if we had it like before, to indent, you would need to collapse the selection (losing the selected text), move to the start of the line, and press Tab. There point here is that the way it is now (same as VS), there's less overall downside.