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)