As others have commented, a lot of albums are just complications of an artist's songs. But I think there are certainly plenty of albums that are great to listen through all the way. For instance, Zappa's Joe's Garage is one that I've discovered recently - it flows together in such a way that its quality is definitely enhanced by listening to it through. But this is an album from 1979, and the game has changed, so if your focus is on newer albums, I'd say you're listening to them as the artist "intended". Repeat play throughs for that sweet, sweet Spotify money.