For me, it depends on so much about the album and my mood.
Sure, there are times when I want to listen to the entire album, but other when I do not. I often get in the mood to listen to only a song for two off an album.
I listen to quite a bit of progressive music, which is often in the form of concept albums, but even then, I don’t always feel the need or the want to listen to the entire album. Or, I may be feel like in am in the mood for an album, but then while listening, my mood may change, and I feel a stronger mood for something else.
I do not feel any obligation to listen to an entire album, even if it was my original plan.
Just last night, I felt like only hearing the opening 2 tracks (Eternity’s Breath, part 1 and 2) from Mahavhishnu Orchestra’s album, "Visions of the Emerald Beyond", and that was all I was in the mood for.
And that put me in the mood to hear Allan Holdsworth’s, Devil Take the Hindmost" and "The Un-Merry-Go-Round" off the album, Metal Fatigue.
The rest of my listening session went in a similar direction of only listening to a track of 2 from several other recordings. A couple of tracks of Swedish prog band’s 2012 album Viljans Öga, a couple of tracks off of Alice Colntrane’s, "Journey to Satchidananda".
Even an album like, Genesis, "The Lamb Lies Down on Broadway", which tells a narrative story from beginning to end, and begs to be completely listened to; I will still listen to selective songs from time to time.
And of course, all bets are off with regards to classical music. It is very often the case, that a composer and/or a specific piece I love, will be paired with composers and music I don't like.