That’s because Spotify shuffle by default is not a simple true randomizer as most would expect. It tries to be “smart” and mixes your playlist so similar songs play after another, while avoiding playing songs from the same artists back to back. And some more variables. In theory this is great and works well for some users and focused playlists, but can ruin playlists that cover a very wide range of genres and styles.
You can better approach true randomness by disabling the “Automix” feature in Spotify settings. Not entirely sure if you then actually get true randomness (Spotify loves being opaque), but I hope it helps with your playlist at least.
I would love if they made some enthusiast options available so we could customize our own Automix and shuffle preferences, but that will never happen…