Currently there is no OOTB option to know the previous stage of a closed Opportunity. Having this feature as an OOTB functionality will let the organization knows from which stage the user has closed the Opportunity. Also, the data should be automatically populated in this field, once the user closes it or moves to the next stage in the BPF.

Please vote for this idea if you want to have this feature as an OOTB functionality which reduces the hassle of knowing from which stage the user closed the Opportunity. Currently we have to open the Audit History and check the logs for each and every Opportunity to know from which stage, the Opportunity was closed.