I agree that a “Play All” option for albums would be a useful feature. This could be implemented within one sub folder or all sub folders. I have an old Cowon mp3 player with this feature. My various Apple iPods do not have a Play All feature for albums.
I enjoy using the “Shuffle All” command for albums (or artists or songs) on my Clip Sport. Shuffle All results sometimes give me the feel of a personal juke box with unexpected but pleasing sequences. Since I enjoy curating my music choices on my Clip Sport, it is not a huge burden to finish a drag and drop session with a few handy new playlists (using mp3tag software).
And I really think the Clip Sport (and Jam) have a modest selling price for a very handy and mostly pleasing player.