I'm almost never playing a single track as the parent comment is complaining about. What is happening is because you have not selected any sort of playlist, SoundCloud's autoplay reverts to "Recommended Tracks" aka tracks that it has determined have been similar to the one you're playing (I suspect they are adjusting this algorithm to promote certain artists/tracks, but sometimes it finds legitimately similar music).

To do what you are asking for you could go to an artist's profile and play the tracks on that page, and the autoplay will continue down that list. If the artist has reblogged songs from other artists/profiles it will appear on their page. You can also play through an artist's likes (which might have more tracks they appear in, and other artists to listen to who play their type of music, with more profiles/likes to play through).

In the end my favorite autoplay mode is just using the stream, which compiles all the posts/reblogs from artists I follow into a "newest" sort. If I run out of that I normally find a profile/likes playlist to listen to.