The Polygon Tool page (https://docs.krita.org/Polygon_Tool) explains that to undo the last polygon point, you should hold shift and left-click. This does is incorrect (that shortcut seems to close the shape, perhaps?). The correct default shortcut is SHIFT+Z.
Wolthera, could you change this in your clone of the manual? It doesn't make much sense to change this in the mediawiki site, I guess.