A subjective topic at best, but I've been observing some of this for a while, and just found another example that pushed me to ask. I suspect that my 250+ line list has some effect on my finding this an issue.
For a while it has seemed like I get some folders (most of them with one song) playing more often than others - and that some songs would tend to show up more at some times of the day than others. Subjective judgement, since I haven't kept detailed records.
Then, for several days I had set an alarm and started it with the same song from the same folder, and found that after a few folder changes it was playing the same thing at the same time of day. Proof that time of day is the sole source of entropy (well, length of song just played could be added in without an observable difference, but from observation I doubt it), and indicative of an issue (IMO). I also had looked for the starting song that showed this "issue" through the random advance, and then once about a half hour earlier in the day couldn't get it to come up. At about the time I had been finding it I was easily able to get it to come up.
Since the last observation I have wondered at it, but not had anything I could pin down, until I just added a new album of 13 songs in 13 folders. The player has played only about half the new songs so far, but has played every one of those at least twice and some of them more like five times. I'll grant that I have not kept a detailed list, but the album is one I once listened to a lot, so I know it well, but had not listened to in a long time.
Not an easy one to pin down, and I make no claims to be an expert in randomness, but I hope I have produced enough documentation to make a good first report, at a minimum.