The way the musical note icon appears is as a separate level (just like an extra empeg-created playlist), as at that level it only shows the unattached songs. Play at that point should only play those songs.

You can get the your preferred behavior (play all songs by this artist - a very useful function, I agree) much easier by just hitting play when you get to the artist. This is also two keystrokes earlier.

I don't understand why you prefer this current behavior, it appears to be an alternate, more complex, inconsistent way of getting to the 'play all songs by this artist' function, but has a logical meaning that is not being used right now.

The musical note icon could more properly termed 'show the unattached songs' rather than 'show all the songs'. Therefore play should play only the unattached songs that are shown at that point. In my logic, anyhow :-)