Here is my theory: I think the listener can break down music into two camps: pleasure and art. The former, constitutes individual songs from a particular album. Lets say a catchy pop song that you like listening to while dancing. Nothing wrong with listening to particular songs-I do it too. The latter on the other hand, constitutes every song on a particular album. Why? Certainly all the songs are pretty good for starters but then you begin to think that perhaps these songs are interwoven in a particular way (an explicit example being song order). Lets say Chopin's Nocturnes that you enjoy while contemplating.
In essence, I think people that exclusively have individual songs rather than albums are missing out on a big part of music: its composition as a whole.