You can do that already. Just enable Settings->Library Settings->Automatically Load Next Song. Then you can load a song on the Songs tab and when you page past the end of the song, it will load the next song on whatever tab was shown on the library screen (it works for paging through songs anywhere a list is shown). Each song has to be loaded individually though, so buffering won't be happening for songs that aren't loaded. This means, depending upon the files you use, you may experience delays after switching songs as the new file(s) are loaded. If you don't like this, you would need to utilize a setlist and add all of the songs in the library to it (which takes about 20 seconds as you can just create a new setlist and tap the "add all" arrows icon).
Mike
Mike