I don't know if it's the shows I have recorded, but at some point recently, the play all in order and play all in random order options will play one show and drop you back at the main screen. On a 360, occasionally a window pops up asking if you want to stop playback.
On the 360, it isn't always possible to skip forwards/back and trying to get's it stuck. You have to stop and then start from the main screen once more.
When playing a single show, these things seem to work OK.