I use the shuffle feature the most, and would love it if I could just mark an entire album to be skipped on shuffle. I have bought a lot of movie scores over the years and usually only want to listen to those songs when I specifically want too and not on a shuffle.
There’s actually a suggestion thread discussing such an option.
You can vote for that feature (although that’s no guarantee it’ll be implemented soon / at all).
Alternatively… have you considered moving those movie score albums into a separate library?