The below tells us more generally what the last digit can be (although the proof is a bit informal).
(The lemma, and a bit more formal reasoning, is really the only thing you were missing.)
Lemma: when multiplying 2 positive integers, only the last digits of each affects what the last digit of the result will be.
Proof: ($x_i$ represents the $i$-th digit of the integer $x$ and $x_1x_2...x_{n-1} = 0$ if the number only has 1 digit)
$a_1a_2...a_n * b_1b_2...b_n$
$=(10 * a_1a_2...a_{n-1} + a_n) * b_1b_2...b_n\hspace{3cm}(1)$
$=a_n * b_1b_2...b_n + 10 * a_1a_2...a_{n-1} * b_1b_2...b_n$
$=a_n * b_n + 10 * a_n * b_1b_2...b_{n-1} + 10 * a_1a_2...a_{n-1} * b_1b_2...b_n\hspace{1cm}\text{(similar to 1)}$
$=a_n * b_n + 10 * (a_n * b_1b_2...b_{n-1} + a_1a_2...a_{n-1} * b_1b_2...b_n)$
The last digit of 10 times any positive integer will always be 0. If you sum such an integer with any other positive integer, the last digit of the result will be equal to the last digit of the other integer. Thus $a_n * b_n$ (that is, the last two digits of each integer) is the only thing that affects the last digit of the result. Q.E.D.
Now let's consider the first few powers of 2:
$$2^0 = 1$$
$$2^1 = 2$$
$$2^2 = 2 * 2 = 4$$
$$2^3 = 4 * 2 = 8$$
$$2^4 = 8 * 2 = 16$$
$$2^5 = 16 * 2 = 32$$
Since only the last digit of the current power affects the last digit of the next power, we now have a cycle.
We know any number ending in 2 multiplied by 2 will end in 4. Multiply that by 2 and it will end in 8, then 6, then 2 again. And it will repeat like this indefinitely.
Therefore, the only last digits possible, from $2^1$ onward, are 2, 4, 6 and 8.
Negative powers of 2 trivially cannot have a last digit of 0.
Therefore, there is no integral power of 2 having a last digit of 0.
As a bonus result, this approach also shows that the last digit of $2^{1+i}$ equals $2^{1+(i\bmod 4)}\bmod 10$ for any $i \ge 0$.