Playback -> Order -> Repeat (playlist). Then it will repeat the playlist. I also have the Media Library -> Album List -> Double-click Action set to "Send to Cu

Playback -> Order -> Repeat (playlist). Then it will repeat the playlist. I also have the Media Library -> Album List -> Double-click Action set to "Send to Current Playlist", so that double-clicking on an album replaces the playlist with the album. Coupled it would play the album on repeat until I double-click on a new album.