That's how it's currently supposed to work.
I did write an album based version though but have not released yet. I'll see what I can do.
And about your screenshot, if you run an album based version at your current state, it will show just one album cover because your playing tracks list only contains tracks from that album. If you want to see other albums as well, they need to be added to the playing tracks list.
For instance, right click on the Music node from the left navigator> Play shuffled, then you will see multiple albums mixed up.