[Gracus]

I need to check deeper, but I believe that the resulting song order in the current playlist when you play from the artist context menu all depends on the orders you have defined for the albums and songs nodes.

I just did play from artist and got exactly the natural order that you want. I had albums node sort by year, and songs node sort by track. Kodi remembers the sort order last used for each kind of node, and uses that.

I just try with with kodi set as artists sort by name, albums sort by year and songs sort by tracks

Got the same result than the OP (I even got once playback starting with second album instead of the first one)