If you look on Spotify's community boards, you'll see that the lack of shuffle diversity is a common issue amongst users. We don't know why, but even when shuffling a massive playlist, it's likely that you'll hear the same artist, and possibly even the same song, too many times. It's not a terrible nuisance, but if the service's engineers can update that shuffle algorithm to accomodate a bit more variety, that'd be greatly appreciated.