I don't understand what you mean, I use Spotify all the time and jump from the discover list to the artist page and then go through their albums all the time. You can go direct from song to album too.
What I'm talking about is that I put on a certain album on Spotify, and as soon as that ends it immediately goes to the algorithmic anonymous playlist, if you have the Autoplay setting on.
It really comes down to that I'm against the norm in that I prefer albums as opposed to individual tracks like the vast majority of Spotify listeners do, and the effect of having randomized playlist hurts being able to know what artist you're listening to at any given moment unless you're constantly watching the tracks change (which probably no one does).
I want an algorithm that can slow down slightly and recommend me a series of albums so I can get a good sampling of similar artists, but also have enough time to see who I'm listening to and listen to the work as the artist intended, instead of just a random smattering of faceless "content".
If so, I couldn't be happier I've never paid for it.