But isn't this exactly what bookmarking is for?

Not exactly, no. I use bookmarking for the opposite situation: When I have a short drive in which I can only listen to part of a CarTalk episode.

For example, if I listen to part of a CarTalk episode on my way to work in the morning. I don't like to listen to CarTalk while I work. I find that I lose concentration on what they're saying if I leave it playing while I work. I prefer to listen to CarTalk episodes only while driving.

So I listen to part of the episiode, then save my current position as a bookmark before getting out of the car. Then I take the player in to work and shuffle some music for the day. Then at the end of the day I reload that bookmark.

But when I am on a long drive, I would like to have a large shuffled playlist and then insert a short section of sequential tracks without having to dig into too many multiple menus. And also it would be nice because it would just pick up my shuffle where it left off without me having to touch anything when the short section of sequential tracks was done.

The same thing could be said for playing a Pink Floyd album. You could insert Dark Side of the Moon into a larger shuffle if you liked.