There should definitely be an option to loop back through your photo library or selected album after the slideshow has gone through all pictures. For example if I wanted to display all our Christmas promotional pictures on a TV, the Christmas album would continue to cycle through the same few photos until it is stopped.
There was definitely some action taken towards this idea as it is a feature on the Roku app version, but is not on Fire-TV or Apple-TV. Without this feature, the photo display feature is useless in many cases.