Thanks! I've researched this a bit more, and I think we can make this even better :-)
Sorry for the resulting back-and-forth and not enough research in the issue.

The syntax error happens every time the last with item (could be one or could be multiple overall) has a bare trailing comma and items aren't parenthesized.

We'd want to add cases with multiple items as well and adapt the error message accordingly. I've added suggestions ready for you to apply. Please feel free to pick better phrasing though.

PS Also suggested using RAISE_SYNTAX_ERROR_KNOWN_LOCATION so that the caret ^ points at the faulty trailing comma (right now the caret points at the colon).