Of course, the main "issue" with this is that after the end of the queue is reached, the playback stops. I don't actually mind this, because I can schedule my playback to stop by moving my current item + how many else to the end of the queue. I know that there's a deamon to automatically add random songs at the end of your queue once you run out of stuff in case that's a hurdle (https://github.com/joshkunz/ashuffle).
To be clear, because I've been searching years for this, the main differences are that you are using a shuffled playlist rather than an ordered playlist that is sometimes on shuffle mode, you have to move away from the playlist view to find the album to queue, if you have a shuffled playlist of all files available then you are duplicating files into that playlist to get an ordered selection at the end of the playlist (though you do say you have consume mode on which is a further step away in difference), and you will have to reset the playlist from scratch to get back to a state of having one copy of all files in the playlist.
(I am now wondering how to add files to the top of the playlist (rather than the bottom) in ncmpcpp though :)
Press a on selection, choose "Current playlist" and "At the beginning of playlist".