Normally, clicking on the album art for any currently playing track jumps to that track in the playlist. However, if using Spotify Connect from another device, such as Android, for control (play/pause/next), then clicking the album art will jump to and highlight a completely unrelated track. It then becomes very difficult to manage the playlist. You can normally reset the Windows app to it's normal state of operation by starting a different playlist, but of course this forces an interruption of playback and also, in my default shuffle mode, the previous track in the originaly playing playlist is lost upon returning to it.
Spotify needs to do a better job of synchronizing states between various playback devices in Connect mode, especially since it is impossible to remove tracks from playlists in the Android app and this bug makes finding the currently playing track in the playlist on the Windows app very cumbersome.