Ditch Microsoft Media Player and get VLC Media Player
Open VLC Media Player
Open folder with the files you want to play
When you select the folder, VLC begins playing immediately.
You can then select random, repeat, etc. as you wish from the menu at bottom.
Thank you for your suggestion. It worked great. Since Windows 11 would not let me use Open with, I made a VLC shortcut for the desktop and another for my master music folder which contains several music sub-folders. When I drag one of the music sub-folders and drop it on a VLC shortcut icon, the songs load instantaneously! and begin playing. - Very nice. As an alternate, I can open VLC, select the media tab > Open folder > navigate to the music sub-folder > selected the folder > music playback begins immediately!