There are 71 (excluding starting tile) playing tiles available and this number seems not equally divided by 2,3,4 or even 5. According to the rule we have to finish all the tiles. Does this mean the player who starts first get the advantage of playing more tiles?
Yes, depending on how many players there are and what expansions are being played, the game will sometimes end with one or more players having played one tile less.
Furthermore, some tiles can become discarded. At times, early on in the game, a four sided city tile has no where to go and thus has to be discarded; the player draws again, and upsets the tile distribution.
Another instance is when playing the Traders and Builders expansion. The builder allows players to draw up to two tiles per turn, and thus disturb tile distribution.
I have played in tournaments where you throw out one straight road tile before the starts. That way each player gets the same number of tiles.