I don't think there is another way. In PLAY,you can choose a Midi or audio,taking you to the USB folders. That is all right unless you have many many songs,and that is what a SONG LIST is for. In PLAY,no problem. In SONG LIST mode,where I have play lists,no such controls are present.

It is no biggy,just go to MENU first after loading your song to bring up LYRICS,and hit PLAY. I am just spoiled by the Pa4X. I must say,however,I am liking the SX for many things,and am happy with it. When in Rome and all that.
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pa4X 76 ,SX900, Audya 76,Yamaha S970 , vArranger, Hammond SK1, Ketron SD40, Centerpoint Space Station, Bose compact