I have always had the issue of having to restart my player with the Anthology discs when I eject them, because it stays on that "Weyland-Yutani Sea of Tranquility etc" image permanently afterwards regardless of device. Xbox (Series X) actually turned out to be the best place to watch them all consecutively, because I can force close the Blu-ray application, this sounds like a variation on that to me then?
So perhaps try updating or force restarting the Blu-ray application.