This is a bit jarring for me the way I use Message # also.
When there are a lot of messages to read in a single group online, I like to switch to Expanded mode in Date Ascending order, so I can just leisurely scroll through them with the Page Down key. Whenever I hit the bottom of the page, then I go to the next page of messages.
The way I accomplish this is:
1. Find the message number i want to start with. As an example, I tried message number 23876 in the beta group.
2. Click on "Date" to switch to Date Ascending order. This brings up message 1.
3. Switch on Expanded mode, which shows full messages.
4. Type the message number in the Message # field, 23876 in my example case.
It used to bring up 23876 as the top message. Now it brings up 23865 as the top message. The actual message 23876 is on the page, but it is not highlighted in any way, because I'm in Expanded mode.
If it has to show 23865 at the top for the sake of the database, what I would suggest in my case is to automatically scroll down so that 23876 is shown on my screen, so I don't have to work to find it. Then I can Page Down as normal, and I could even Page Up if my message isn't the one at the top. I'll still get to the bottom and go to the next page of messages, which is what I'm used to already.
Hope that makes sense.