There are several long standing feature requests for this. There is a very similar issue with radio where you may want to hear a single aria or movement alternating with other single arias and movements just like a real physical radio station.
An attempt is being made in the link below to group together commonly requested classical feature requests that are otherwise being scattered all over the forum. You may want to add your request to this list so that it is easier for the roon team to track and prioritize classical feature requests.