Ah, found it!
For anyone else coming across this issue, you have to make sure you have turned off Auto Cue under the Controller > Deck settings for the decks you want to have play continuously
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I have a DDJ-400, and in my Preferences under Controller > Deck > Continuous Playing, I have checked "Automatically load tracks in a list and have them play continuously one after another".
When one track finished, the following track gets loaded in that deck...but it does not play.
Is there some other setting interfering with this? Sorry I didn't see any other posts about that here other than directing people to this same setting.
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Ah, found it!
For anyone else coming across this issue, you have to make sure you have turned off Auto Cue under the Controller > Deck settings for the decks you want to have play continuously