You are correct. In English grammar follows the principal of (A/An -then- The) or Plurals.
This shows that the first time a non-plural subject is brought up we must use a/an with the noun. Every time after that we must use the word "the" for the noun.
This is a chair. The chair is red. (If we say "This is the chair" then it implies that we previously talked about the chair and this is the chair that I told you about. Alternatively, if we say "A chair is red" then it is unrelated to anything we were talking about previously.)
So when we say "this is the wrong conclusion" it implies that there may be many other wrong conclusions that we are talking about and this is just one of the many wrong conclusions. When we say "this is the wrong conclusion" then it implies that this is the only wrong conclusion.