Most Unix text editors will put a LF at the end of the last line, sed probably included. You'll probably need a binary editor.

If you have it already, and you might, use vim. Load the file into vim with the -b option (vim -b filename), then, inside vim, unset the endofline option (:set noendofline), then save (:wq).

You can compare by running od on the file before and after. A good way would be "tail -1 filename | od -xc".