Roon will help you tremendously with what you called "deep digging". It won't click on links for you (or add albums to your library, like you claim), but it'll show you this:
First screen is Alice's own page, in Roon. If I keep scrolling down, I'll see all her albums, under her name, that I have in my collection (not pictured), then albums in which she only guested (picture #2). That's a great way to find new music! But you do have to click on the album titles, Roon won't click for you
And finally, at the very bottom of Alice's pages in Roon (picture #3), we see the real entry to the "rabbit hole". "Similar to", "Followed by", "Influenced by"... I mean, on this one artist alone, on this page alone, there's enough music to explore for at least a whole day. Notice how under the "Similar to" section, there's an "+ Expand" button. If I click that, another *8* artists appear...
Again, why would anyone want to deprive themselves of all this simplicity, truly beats me... But as I said, there are folks happy with other UIs...