Yes: I'm focused.
I've just tried again, having switched to group by album and sort by album, and it works.
This morning, whenever I chose a particular letter, MB always scrolled back to my first artist. Now, after switching to album view and back to artist view, it's working erratically. Sometimes it moves to the right artist; some other times, it moves to the wrong artist, I press the letter once or several times and it does it correctly; and some other times, no matter how many times I press the letter, it stays where it is.