No, you can choose to play whatever you want in any order. It is trivial to queue up multiple albums. When whatever you have queued ends, Spotify then will play 'radio' based on the album that just finished if autoplay is on. The parent commenter seemingly would just like more control over how the radio function works, suggesting something like an album radio. Queueing up multiple albums from e.g. 'discover' fills the role pretty well.