I don't know if this is what's supposed to happen, but I found a workaround. I open MB and select my library. I then go to the track I want - any track, and double-click on it, and it plays. Then all the tracks following it also play, through the group (usually an album in my case), and will continue to the next group, uninterrupted. However, if I change the sort order, apparently that's for viewing only, because subsequent tracks are playing as if I hadn't changed the order. BUT, if I exit MB and then restart it, the new sort order appears and the tracks are played in the new order.
This is only in the main player; I often like to use the compact player, and the playing order may be different, I haven't fully explored what happens then. I have less control on the Displayed Fields for the Compact Player.