mh12,
I am using Mala beta 1.62g. When I first tried the jukebox, I experienced the same thing as you. This was puzzling as I knew a few months ago, "Play all songs" worked.
After playing around a little bit, I got it to work by going to options and enabling:
Sounds and Music> Background Music> Repeat Playlist.
I reaffirmed by disabling "Repeat Playlist", and "Play all songs" stopped working. Re-enabling it fixed it again. Give it a shot. If you get the same thing, we need to file a bug report with Loadman.