After a song in the Play Queue has finished playing, it is deleted from the Play Queue. I'm not sure whether this is a bug or a feature, so I'll word this as a 'request for an enhancement'.

Would it be possible to add a configuration option that allows Rhythmbox to retain songs in the Play Queue after they have been played? I often create and save playlists for future playback of 'favourite songs in a favourite order'. Creating these playlists involves a lot of 'on the fly' adding, deleting, and re-ordering of songs from the current songlist while the player is playing. Doing this is currently impossible in Rhythmbox, because songs fall off the list as soon as they have been played.