There is a continuous play function, but it's not a straight-forward "play one track then play the next track," it's kinda hidden under the "Auto Mix" function.
Per page 25 of the user manual, you first press the AUTO MIX button and then load a track from the playlist you want to have playback, and press play on that deck. Make sure both channel faders are up and the crossfader is disabled or in the middle. When the fist track reaches 30s remaining, the track will fade out and the other deck will begin playback.
If you press the SYNC button on both decks, the AERO will automatically match the BPMs and "mix" the two tracks.