Me too. This has been bugging me since the Podcasts iOS app got released, I think, or certainly following one of major updates to it over 10 months or so ago.
After finally getting entirely fed-up with it, I just reported it via the Dev Center too.
Bug ID: 14547061
I cannot believe Apple have left it this long to sort this minor—but highly annoying—bug out, to be honest, that could have been fixed quite easily by an averagely qualified software engineer.
What's doubly annoying is the fact they are showing-off their "1 Billion Podcasts" downloaded in iTunes, while the actual native app that plays the things is an absolute pain in the backside to use (it's got a lot of 'issues' that make it so).
I don't hold-out much hope, as Apple make no money out of podcasts, so why would they care about actually fixing the thing!