I talked with a person from community service and found out there's no comfortable way to listen to an artist with every album you liked if you wanted to skip songs that were marked as "hidden". They suggested me to create a separate playlist for that but I can say it's totally useless in case when I got several music bands where not every song I listen is something that I would love to hear. E.g. I don't like to mix live and studio records when I press "shuffle" button.
So I suppose Spotify will be a better place If one doesn't need to make a playlist every time he wants to simply ignore some songs.