So if I want my other albums to do the same, nothing short of creating separate playlists for each album, renaming and reloading my files, or possibly a custom shuffle is going to make it happen?

Correct.

Everyone who organizes their music "by album" on the car player creates a separate playlist for each album. So that's what you should do, too.

Dunno if the custom shuffle thing will work, but the details of how to do it are documented in the Developer Info section of the riocar site.