I do, so it works great for me.
Also, "playing" songs adds them to your run queue. you can also "play next" or "play last" to queue them appropriately.
In the search results, if you scroll past the song results, you'll see an album list. Tap the album list. "Play now" will queue the entire album in order.
They have the functionality, you're just not used to their terrible UX. (I'm a longtime paying Grooveshark and Spotify user, so I'm used to navigating this nonsense)
It becomes a bit frustrating because basically the only way to listen to an album is to search for it. I'm mostly OK with that workaround, but the problem is that many albums have duplicates. I specifically select particular tracks I want in the library to make sure I can maintain consecutive playback of entire albums that do require it; a selection process which is rendered useless when re-doing the search from ground up on the go.
Edit: looking at other comments it seems I may still be seeing the old version (still says beta at the top) here in Japan. Will try again later..