Depending on how you use footnotes, Scrivener may just assume you know what you’re doing (you can put an inline footnote anywhere, even in the middle of a word, if you select a some text to add a note to, the range won’t be touched), but when you put your cursor in or beside a word, the software has to kind of guess. It normally puts the marker after the punctuation mark, so I’m not sure why you got a different result. There is an option that will change that behaviour (as not all style standards are alike in this regard), so I would check to make sure that is off in the Formatting preference pane, toward the bottom, “Terminate footnotes and comments before punctuation”.
As for fixing what has been done, there isn’t an automatic way of doing so, but you can basically simulate the original guesswork conditions by batch converting all footnotes to inline, ensuring the preference is set correctly, and then converting them back to linked footnotes. This will cause Scrivener to “guess” again at all of these, and using the new setting, put them all so the marker falls after punctuation.
If that preference wasn’t set, then it could be a problem with the method you were using before. You mentioned highlighting the last word, if I take that literally, that could fall under the stipulation I mentioned above: if you highlight a range of text and make a footnote out of it, Scrivener will assume that is precisely what you want. Double-clicking to highlight the last word of a sentence will not highlight the attached terminal punctuation, thus causing incorrect footnote attachment for this style. You would need to select the punctuation as well—but it will in more cases be easier to just put your cursor blinking anywhere inside the word and then make a footnote—this is where Scrivener “guesses”, and it does a pretty good job of it.
The most effective way of batch conversion will be to load your entire Draft folder in a Scrivenings session (you may need to give it a few seconds to put that together), then put your cursor in the text and use the Format/Convert/Inspector Footnotes to Inline Footnotes. You should see all of the footnote text migrated to the text editor, marked in special inline ranges—this is just another way of writing footnotes—now use the converse tool from that same sub-menu to convert them all back to Inspector Footnotes.
I would recommend reviewing them all after doing so. In most cases the markers should fall where they should be, but in some odd scenarios, the inline footnote might have been jammed into a spot that caused it to essentially drift when converted back to Inspector Footnotes.
I would, as with all major operations on a project, recommend creating a quick backup before doing so, with File/Back Up/Back Up To….