There is an important change from version 4.24 on. In the past, if you were in a set list and loaded a new file from the Songs menu, if you turned past the last page, you would be thrown back into the set list. If you didn’t want this, you would have to reload the file while playing and that was not good. You could turn on add songs to set list temporarily which would fix this, but you would end up with the song in the set list songs popup.
The new behavior is that if you load a song from the Songs menu, you can turn back and forth within that song freely, but when you hit the last page, it will stop turning and not go into the set list. This is to prevent you from losing your place in the set list. To go to the next song in the set list, press the set list -> next song button or choose another song from the set list popup.
It is assumed that if you in the spur of the moment load a song right in the middle of the set list, that you probably just want to play that song at the moment.