I've signed up specifically to post this as it has been bugging me ever since the PS4 app was released and it would be (I assume) such a simple fix.
Basically, when you are browsing your playlists, if you have a lot of them, it can take time reach those at the end of the list. You have to scroll to the right for quite a while.
Then, when you open a playlist, and decide it's not the playlist you want to listen to, press circle to go back to the playlist overview. But you get kicked right to the beginning of the list, not the last viewed point. So, this usually means you have to frantically scroll to the right again to get to those earlier playlists. This hurts the eyes when you have as many playlists as I do (hundreds).
This should be a very easy fix (simply remember the last viewed position in the list of playlists) and would make those late night drunken Spotify sessions MUCH more pleasant :-)