If you search the forum, there are complaints about this that go back 14 +/- years, and STILL, Apple hasn't done one thing about it!!!
It's incredibly frustrating for me as I often have really long commutes or am engaged in activities that make it inconvenient to shuffle through content every 30-45 minutes or so. I don't listen to every single episode of every single podcast that I follow, so I want to be able to line up episodes from all kinds of different podcasts into a customized playlist; I can't fumble with trying to do that while driving or performing lengthy tasks. The "play next" feature is literally only good for the very next podcast episode that's queued. That's it. And without any kind of solid logic, that sporadically wipes itself out if you close the app. This happens most frequently if I want to listen to an episode of a podcast that I don't yet follow (I like to listen to an episode before I follow), but it also happens with podcasts that I do follow. If I have a six hour drive, two hours of work, or anything similar, I have to stop to queue up content far too frequently. GRRRRRRRRRRRRR.
Apple knows the app is seriously lacking, as you can't leave a review for it in the app store any longer. It seems podcast creators want to sell subscription content, but who wants to pay for content when using an app that is abysmal?
I suppose I can always look around for another app, but I don't think it's too much of a stretch to expect something that should be a basic feature, especially given the cost of my devices.