The only quirk I've noticed is when the same person has multiple bands... I've had it play Jack White or Les Claypool 4 times in a row, for example.
I'd much rather have these sub-genres woven together with changing styles at each track boundary, as a sort of counterpoint.
If I can remember all the way back to when I used to make my own "mix tapes" transferred from vinyl records, I think I used to do this sort of interleaving. So, I think my preference existed before I ever experienced the shuffle of a 5 or 10 disc Sony CD changers, which usually changed discs on every track change and avoided any repeats until the entire set was done.
Because of my preference for shuffle, I used to burn a CD or two for use in rental cars, where I added a pseudo-random prefix to the file names. This gave me a shuffled play when the in-dash player was set to just play sequentially, so I didn't have to discover a random mode with repeats in one particular car...