The Playlist Shuffle, is the classic way of shuffle. It just shuffles the
tracks which are added to the playlist. If a playlist is untouched, every track
just plays one time. This is achieved by using an internal shuffled track
list. But if changes are made to the playlist, the internal list is
rebuild and it is possible you hear a track for the second time before all
tracks played. To prevent this, use the option Auto Remove Track after
Playing. It cleanes up the playlist and you will end up with an empty
playlist.