It should play the whole song, while giving me a chance to add it to the playlist at any time. This would be similar to what is shown at the bottom of the playlist in the Recommended Songs section.
What happens instead:
It only plays a very small snippet of a song. There is no way to show that you want to play the full song to see if you want to add it to your playlist. To add a song to my playlist, I need to hear the whole thing once through to see if it's good, if it has any disruptive parts that don't match the vibe of the playlist, etc. So when I'm using this feature, if a song sounds interesting, I have to leave the playlist, search for the song on spotify and listen to it, then add it through a much less efficient interface.
You could totally fix this trivially if you just let it play the whole song through instead of just a snippet.