I assume you do that from the “Now playing” screen or the queue. Did you ever try to do that from the album page instead? I ask because …
… is the documented behavior for the album page (only). Just click on the album cover or the album title on the “Now playing” screen to go there.
If you want a behavior change of Roon in other areas, you should add your vote to a corresponding feature suggestion or create one of your own. The existing feature suggestion below might already cover your area of interest: