I wouldn’t expect you to change your system for purposes of the player, but I don’t seem to have your issue, as, if I have multiple discs in an album, I have each of them labeled as such (e.g. Follies (1), Follies (2)). And so I have no issue in adding to the GoList a particular disc from a multi-disc set via the database Album option, or in adding them all, one-by-one.
As to why the two sides of the playing options (database and folders) don’t function identically, I think it all just relates back to how the 2 systems work, which is different internally.