Definitely a problem. Hopefully can be fixed by firmware.
It seems to be playing in the order of the files on the device itself which is somewhat random depending on how you drag and drop them there.
Linux optimises file transfers to UMS devices for speed and thus pays no attention to file names. A real pain when I'm trying to list the 128 tracks of an audio book!. Starting at chapter 3 , followed by chapter 5 makes for interesting listening
I have firmware 1.01AU according to the device itself.