iTunes starting playlist in different order than view
Begin from Stopped rather than Paused.
Play, then Alt/click the play button to Stop. You'll see the currently-playing track then disappears from the header...

Paused 
Stopped 

Then Play by double-clicking your chosen first Song, or choose an artist &amp; hit Spacebar. It should then play in the visible order, assuming you don't have shuffle on.  

Though you're right... I hadn't ever tried playing by hitting that Play arrow by the Artist name - it always wants to start on Slow Night, So Long.
Both the other methods work, though.

Looks like you're missing Day Old Belgian Blues, btw - great Live EP, chronologically follows Aha Shake