Those triangles, which are called "linked columns" jump to the LAST VIEW you were using before you went to your current view. If you want to see them jump to the Artist view, then make sure you navigate to the Artist view first.
I usually do this by having 2 or more tabs open. I keep one of those tabs open to my most common view (which is Albums for me). Then, when I go to another tab, like my Playing Now tab, I can click the linkable columns triangles and it takes me to my albums view for whatever album, artist, etc, I click on.
I hope that helps.
Brian.