The language selection at boot-up is annoying. But think of the alternative. If these used BD-Java, it would be able to save the information, but the load times would be much longer, the discs would be loaded with bloat, and you wouldn't be able to stop and resume like a DVD. I'll take the good with the bad.
I can just speak for my "Game of thrones"-BDs.
There is one menue that contains ALL the season episodes.
If you select f.e. episode 8 and you are currently watching BD 2, a message will pop up saying "Please insert Disc 4".
You do right that, and in between 20 seconds (!!) episode 8 will start playing from BD 4 in the language you've been watching the previous one. No warnings, no text screens nothing, the episode starts right away.
So, OF COURSE it is possible, even in SHORTER time than normal!