Most people confuse "random" with "even distribution". Take a lottery, for instance. It is actually more common for "clumps" of numbers to appear than for a seemingly evenly-spaced selection. Also, the fact that number 42 appeared in the last four draws does not make it more or less likely that it will appear in the next draw. It has exactly the same chance as any other number. What has gone before has no bearing on what will happen next time. The same goes for a random selection from the music library: it is perfectly possible for the same track (or artist) to appear regularly in entirely random selections. Or not at all.
Such repetition could be prevented by building a separate reference list pointing to the library entries, shuffling it, and then working through it sequentially, preserving it between runs. Even then you would more than likely get clumps of the same artist, or long intervals where an particular artist does not feature, but at least you would not get repetition. (But I bet if you have two versions of the same song by different artists, they will be placed next to each other! That's Sod's Law.)