Yeah... if I browse by album and then press on an album to play it, the tracks are all played in the correct order. But my normal use case is to browse by artist, then select an album, then (subject to the UI) either play the album (and it starts from track 1 by default) OR selecting track 1 manually. If I select to browse by artist, I've noticed it doesn't do that properly - I have 2 Bjork albums on there atm and it lists her twice instead of having one entry - dumb.
At any rate, I found the best way for me to navigate - by "Files", then (annoyingly) have to select "Micro SD card". Then it simply lists out all my albums (because I have a folder per album) and when I click into an album, I can manually select the first song.
I was hoping the UI would be a bit more clever than that... but anyway, thanks for being a sounding board that helped me find an acceptable solution!