Okay, so in Theatre View, you want to select an Album, drill down to the tracks, select a track, and have all tracks in the Album added to Playing Now, and play from the track you selected. Just like "Play All" does.
Well, if I select "Play All" once in MC, then for all following selections "Play All" becomes the default, rather than just "Play". If I select "Play" once, then "Play" becomes the default.
So once you have selected "Play All" once, MC should default correctly for you. Then for future selections, just hit "Enter, Enter" or "OK, OK", and as you will see, MC defaults to the previous selection on the menu. I don't know of any setting that changes that behaviour. You can check in the "List" view in Theatre View to see what tracks will be played. That view is showing the full Playing Now list, while the "Playing Now" view in Theatre View is just showing the current track.
From Gizmo, "Play All" seems to be the default behaviour. If you are playing from JRemote I don't know what the default behaviour is, but maybe it is configurable.
Redirection:
Options > General > Jump on play (audio).
Options > Theatre View > Jump on play (audio).
Set them to "Theatre View Playing Now". But I see from your image above that you already have that set for the first setting, which applies to Standard View. You just need to set it for the second, for Theatre View.
But that won't be Zone specific. None of those types of settings are Zone specific. I don't have JRemote to test, however, if I use Gizmo to play something on a MC Server, that setting makes MC jump to Playing Now correctly. The Zone doesn't matter, and is controlled by ZoneSwitch if in use, or the Zone already selected on the target Server.