Well if you're listening to continuous tracks then you don't need to enable cross-fading

If you're shuffling, it doesn't matter because two songs in a shuffle aren't going to usually flow nicely into one another unless they happen to be adjacent songs from the same album (a very odd case indeed if you have a lot of songs.) So even if they're "continuous songs" a cross-fade would make the transition a bit less abrupt. Not necessarily natural (especially if you're going from a jazz tune to a heavy metal tune) but less abrupt.

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- Tony C
my empeg stuff