I was really enjoying an ability to go through all songs of the artist as a single playlist (group by albums) from the artist page. This was a killer feature for me that made Spotify much better than iTunes.
Looks like after the recent Desktop UI refresh it's gone. Now I have to click on individual album to play stuff, and once the album is over there is no way to automatically proceed to the next album.
The only workaround that I see is to manually click through every album and add them to a playlist, but this is too much for music discovery (before I know that I like the artist).