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It's being used as an adversative conjunction, connecting a phrase (usually a clause) with whatever precedes it, in a way that highlights that the precedent would incorrectly imply something. Here's a set of examples showing it:
#1 and #2 are equivalent: the first sentence introduces an information (that "tho" is like a "but"), that information implies something incorrect (if "tho" is like a "but", it goes at the start of the sentence, right?), and the second sentence contradicts said implication (nope, "tho" goes at the end). With the "but" or the "tho", that contradiction is explicit.
Now look at #3 - it sounds like [incorrectly] saying that "but" goes at the end of the sentence, unlike #1 or #2.
A conjunction going after the elements being "conjoined" might sound a bit weird, but it's nothing new, or English exclusive. Latin for example used -que (additive conjunction; "and") this way: first you list the items being conjoined, then plop a -que at the end. (Classical examples: "arma uirumque cano" [I sing the arms and men] and "Senatus Populusque Romanus" [Roman Senate and People]).
Now, on why it's being used this way: there's the spelling and the increased usage.
"Tho" as a short form for "though" is old; Merrian-Webster claims that it was already uncommonly used in the 18xx. It's just that, nowadays, it became more socially accepted in informal writing, due to increased usage. This sort of "grammatical word" (conjunctions, articles, adpositions, copula verb etc.) tends to be rather small, both phonetically and spelling-wise.
And the usage of "though" as an adversative conjunction is attested from the 12th century. Probably even older since cognates in other Germanic languages also have the adversative meaning.
I'm not sure on what I'm going to say next, but I think that the increased modern usage is the result of some changes on how people interpret "but". Some have been treating it as if it contradicted everything said before, like:
That probably led to increased usage of "though" because it's used after whatever you said the relevant piece of info. So it's basically a way to cut short an assumption before it even happens.
@lvxferre there's an old trend in New Zealand and Australia to put "but" at the end of a sentence too, but.
I catch myself doing that when speaking, and it always makes me feel stupid. It's like the speaking part of the brain is waiting for the thinking part to add a counter-point, but the thinking part is just like "sorry, I got nothing".
The Welsh do that too, but. And the Irish do something similar, so.
That's interesting.
It might be a parallel development to address the same issue. It isn't like people incorrectly interpreting what others say is a new thing.
Another possibility is that, initially, the "but" came as an afterthought, to highlight the contradiction. Then in Oz+Kiwi English it became frequent enough to be conventionalised. Like (reusing my example from the earlier comment):
A third possibility would be that that "but" initially implied something that got clipped for succinctness. I find it a bit unlikely due to your example, but I've seen people doing it with Portuguese "mas" (but):
@lvxferre because of the intonation, I think it's likely the first one. It's often used in a semi-humorous way.
Eg. "Charlene's prettier than Stacey. Stacey's dad owns a brewery, but."