Hi,
Mine does show Albums. I think it requires using the correct PLEX folder and file naming conventions. It defaults to showing ARTISTS, but if you click on the ARTISTS button on the top of the screen you can change to ALBUMS (or TRACKS.) Hope this helps.
I have the same problem as you with not being able to use airplay speakers at all with music. I only have this problem with the PLEX app and only when playing Music. Video works as it should.